Averaging of random variables and fields
Probability
2022-06-02 v1
Abstract
We will prove that by averaging of random variables (r.v.) and random fields (r.f.) its tails of distributions do not increase in comparison with the tails of source variables, essentially or almost exact, under very weak conditions.
Keywords
Cite
@article{arxiv.2206.00537,
title = {Averaging of random variables and fields},
author = {M. R. Formica and E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:2206.00537},
year = {2022}
}