Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 2019, Volume 64, Issue 4, Pages 791–797
DOI: https://doi.org/10.4213/tvp5312
(Mi tvp5312)
 

Short Communications

A remark on the distribution of values for functions of a large number of variables

V. A. Zorich

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
References:
Abstract: It is known that the values of functions that depend on a large number of similar variables are almost constant from the point of view of an observer evaluating their values at random points of the domains of their definition (the “nonlinear law of large numbers”). We show that, under certain normalization conditions, the distribution of values of such functions tends to a normal distribution as the number of variables grows.
Keywords: law of large numbers, normal distribution, measure concentration principle.
Funding agency Grant number
Russian Foundation for Basic Research 17-01-00592-а
Received: 11.04.2019
Accepted: 19.06.2019
English version:
Theory of Probability and its Applications, 2020, Volume 64, Issue 4, Pages 631–635
DOI: https://doi.org/10.1137/S0040585X97T98974X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. A. Zorich, “A remark on the distribution of values for functions of a large number of variables”, Teor. Veroyatnost. i Primenen., 64:4 (2019), 791–797; Theory Probab. Appl., 64:4 (2020), 631–635
Citation in format AMSBIB
\Bibitem{Zor19}
\by V.~A.~Zorich
\paper A~remark on the distribution of values for functions of a large number of variables
\jour Teor. Veroyatnost. i Primenen.
\yr 2019
\vol 64
\issue 4
\pages 791--797
\mathnet{http://mi.mathnet.ru/tvp5312}
\crossref{https://doi.org/10.4213/tvp5312}
\elib{https://elibrary.ru/item.asp?id=43250574}
\transl
\jour Theory Probab. Appl.
\yr 2020
\vol 64
\issue 4
\pages 631--635
\crossref{https://doi.org/10.1137/S0040585X97T98974X}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000551393100009}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85079668528}
Linking options:
  • https://www.mathnet.ru/eng/tvp5312
  • https://doi.org/10.4213/tvp5312
  • https://www.mathnet.ru/eng/tvp/v64/i4/p791
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024