Displaying similar documents to “A Classroom Note: Entropy, Information, and Markov Property”

Probability Measure on Discrete Spaces and Algebra of Real-Valued Random Variables

Hiroyuki Okazaki, Yasunari Shidama (2010)

Formalized Mathematics

Similarity:

In this article we continue formalizing probability and randomness started in [13], where we formalized some theorems concerning the probability and real-valued random variables. In this paper we formalize the variance of a random variable and prove Chebyshev's inequality. Next we formalize the product probability measure on the Cartesian product of discrete spaces. In the final part of this article we define the algebra of real-valued random variables.

Limit laws for transient random walks in random environment on

Nathanaël Enriquez, Christophe Sabot, Olivier Zindy (2009)

Annales de l’institut Fourier

Similarity:

We consider transient random walks in random environment on with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level n converges in law, after a proper normalization, towards a positive stable law, but they do not obtain a description of its parameter. A different proof of this result is presented, that leads to a complete characterization of this stable law. The case of Dirichlet environment turns out to be remarkably explicit. ...