A note on asymptotics of linear combinations of iid random variables.
Péter KeveiPublished in: Period. Math. Hung. (2010)
Keyphrases
- linear combination
- random variables
- independent and identically distributed
- identically distributed
- graphical models
- basis functions
- probability distribution
- small number
- sufficient conditions
- joint distribution
- marginal distributions
- bayesian networks
- stochastic optimization problems
- joint probability distribution
- latent variables
- markov chain
- probability density
- random vectors
- conditional independence
- large deviations
- low order
- directed acyclic graph
- heavy traffic
- varying degrees
- structure learning
- conditionally independent
- lead time
- probabilistic model
- dynamic programming