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Results tagged with pr.probability
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user 21685
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Giving a general term of a recursive function, and upper bound for it
Let a constant $B \ge 1$, and let $l_1 = 0$, $b_1 = 0$ be the values of $l$ and $b$ (respectively) at time $t = 1$.
Let $l_{t+1} = l_t + 1$ if $b_i < B$, and $l_{t+1} = l_t$ otherwise
Let $b_{t+1} = …
- 123
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Incremental computation of a conditional entropy
Is it possible to compute a conditional entropy (see the two following formulas) in an incremental manner ? That is, the sets C and K are not fix: each time we have a new element c, set K may increase …
- 123