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This article is cited in 3 scientific papers (total in 3 papers)
On the Comparison of Distribution Functions of Random Variables
S. V. Astashkin Samara State University
Abstract:
We prove a rather general comparison principle for the distribution functions of random variables. As a consequence, we obtain a criterion for the equivalence, in distribution in the vector sense, of an arbitrary sequence of random variables to the Rademacher system; we study the applications of this principle to special cases.
Keywords:
distribution function of a random variable, comparison principle, Rademacher system, Banach space, Chebyshev inequality, Peetre $\mathscr K$-functional, Banach couple.
Received: 19.08.2008 Revised: 19.05.2009
Citation:
S. V. Astashkin, “On the Comparison of Distribution Functions of Random Variables”, Mat. Zametki, 87:1 (2010), 17–25; Math. Notes, 87:1 (2010), 15–22
Linking options:
https://www.mathnet.ru/eng/mzm6373https://doi.org/10.4213/mzm6373 https://www.mathnet.ru/eng/mzm/v87/i1/p17
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Abstract page: | 615 | Full-text PDF : | 199 | References: | 66 | First page: | 26 |
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