On the conditions of convergence of the functional from the sum of independent random variables to the functional from the Wiener process.
Alexey LosAleksandr BelovPublished in: REDUNDANCY (2021)
Keyphrases
- random variables
- probability distribution
- graphical models
- independent and identically distributed
- identically distributed
- additive noise
- conditional independence
- conditional probabilities
- joint distribution
- normal distribution
- failure rate
- stochastic optimization problems
- bayesian networks
- latent variables
- probability density