How random is a random vector?

DOI10.1016/J.AOP.2015.09.023zbMath1360.60093OpenAlexW2174762523MaRDI QIDQ528246

Iddo I. Eliazar

Publication date: 12 May 2017

Published in: Annals of Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aop.2015.09.023

zbMATH Keywords

random walksLévy lawsperplexityrandomness measures and randomness diagramsuncorrelation and independence indicesWilks' generalized variance and standard deviation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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