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Vestnik SamGU. Estestvenno-Nauchnaya Ser., 2012, Issue 3/1(94), Pages 20–39
(Mi vsgu3)
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This article is cited in 2 scientific papers (total in 2 papers)
Mathematics
Solving not completely integrable quantile Pfaffian differential equations
L. E. Melkumova, S. Ya. Shatskikh Dept. of Theory Probability and Mathematical Statistics, Samara State University, Samara, 443011, Russian Federation
(published under the terms of the Creative Commons Attribution 4.0 International License)
Abstract:
The present work deals with quantile Pfaffian differential equations which are constructed using two-dimensional conditional quantiles of multidimensional probability distributions. As it was shown in [3] in case when the initial probability distributions have reproducible conditional quantiles this kind of Pfaffian equations is completely integrable and the integral manifold is the conditional quantile of maximum dimension. In this paper we discuss properties of integral manifolds of maximum possible dimension for quantile Pfaffian equations which are not completely integrable. Manifolds of this type are described in terms of conditional quantiles of intermediate dimensions.
Keywords:
multidimensional probability distributions, conditional quantile reproducibility, quantile Pfaffian equations, Darboux class of differential 1-forms, first integrals, manifolds of maximum dimensions, mixture distributions.
Received: 20.01.2012 Revised: 20.01.2012
Citation:
L. E. Melkumova, S. Ya. Shatskikh, “Solving not completely integrable quantile Pfaffian differential equations”, Vestnik Samarskogo Gosudarstvennogo Universiteta. Estestvenno-Nauchnaya Seriya, 2012, no. 3/1(94), 20–39
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https://www.mathnet.ru/eng/vsgu3 https://www.mathnet.ru/eng/vsgu/y2012/i3/p20
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Abstract page: | 370 | Full-text PDF : | 206 | References: | 42 | First page: | 1 |
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