Displaying similar documents to “Global correlation and uncertainty accounting”

On gradient-like random dynamical systems

Aya Hmissi, Farida Hmissi, Mohamed Hmissi (2012)

ESAIM: Proceedings

Similarity:

This paper deals with some characterizations of gradient-like continuous random dynamical systems (RDS). More precisely, we establish an equivalence with the existence of random continuous section or with the existence of continuous and strict Liapunov function. However and contrary to the deterministic case, parallelizable RDS appear as a particular case of gradient-like RDS. The obtained results are generalizations of well-known analogous theorems in the framework of deterministic...

A note on correlation coefficient between random events

Czesław Stępniak (2015)

Discussiones Mathematicae Probability and Statistics

Similarity:

Correlation coefficient is a well known measure of (linear) dependence between random variables. In his textbook published in 1980 L.T. Kubik introduced an analogue of such measure for random events A and B and studied its basic properties. We reveal that this measure reduces to the usual correlation coefficient between the indicator functions of A and B. In consequence the resuts by Kubik are obtained and strenghted directly. This is essential because the textbook is recommended by...

On Bernoulli decomposition of random variables and recent various applications

François Germinet (2007-2008)

Séminaire Équations aux dérivées partielles

Similarity:

In this review, we first recall a recent Bernoulli decomposition of any given non trivial real random variable. While our main motivation is a proof of universal occurence of Anderson localization in continuum random Schrödinger operators, we review other applications like Sperner theory of antichains, anticoncentration bounds of some functions of random variables, as well as singularity of random matrices.