Multiple congruent convolutions of probability densities and estimates in the \(L^\infty([0,1)^n)\) space. (Q5954391)
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scientific article; zbMATH DE number 1699641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple congruent convolutions of probability densities and estimates in the \(L^\infty([0,1)^n)\) space. |
scientific article; zbMATH DE number 1699641 |
Statements
Multiple congruent convolutions of probability densities and estimates in the \(L^\infty([0,1)^n)\) space. (English)
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9 May 2002
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The author examines deviations of \(m\)-fold \((m>1)\) congruent convolutions of densities of independent random vectors from the uniform density in the \(L^\infty([0,1)^n)\) metric. A method of majorizing functions is suggested, which is employed to construct the best possible estimates. The estimates and congruent sums are suitable for improving random number generators.
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random number generator
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distribution densities
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estimates of deviations
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congruent convolution
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