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Hsu–Robbins–Erdős Theorem
In the mathematical theory of probability, the Hsu–Robbins–Erdős theorem states that if X_1, \ldots ,X_n is a sequence of i.i.d. random variables with zero mean and finite variance and : S_n = X_1 + \cdots + X_n, \, then : \sum\limits_ P( , S_n , > \varepsilon n) 0. The result was proved by Pao-Lu Hsu and Herbert Robbins in 1947. This is an interesting strengthening of the classical strong law of large numbers in the direction of the Borel–Cantelli lemma. The idea of such a result is probably due to Robbins, but the method of proof is vintage Hsu. Hsu and Robbins further conjectured in that the condition of finiteness of the variance of X is also a necessary condition for \sum\limits_ P(, S_n , > \varepsilon n) < \infty to hold. Two years later, the famed mathematician Paul Erdős
Paul Erdős ( hu, Erdős Pál ...
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Random Variable
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads H and tails T) in a sample space (e.g., the set \) to a measurable space, often the real numbers (e.g., \ in which 1 corresponding to H and -1 corresponding to T). Informally, randomness typically represents some fundamental element of chance, such as in the roll of a dice; it may also represent uncertainty, such as measurement error. However, the interpretation of probability is philosophically complicated, and even in specific cases is not always straightforward. The purely mathematical analysis of random variables is independent of such interpretational difficulties, and can be based upon a rigorous axiomatic setup. In the formal mathematical language of measure theory, a random var ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pao-Lu Hsu
Pao-Lu Hsu or Xu Baolu (; September 1, 1910 – December 18, 1970) was a Chinese mathematician noted for his work in probability theory and statistics. Life and career Pao-Lu Hsu was born in Beijing on September 1, 1910, with his ancestral home in Hangzhou, Zhejiang Province. He was from a prominent intellectual family. In his childhood, he received solid training in both traditional Chinese and modern western cultures. He graduated from Tsinghua University in 1933, majoring in mathematics. After his graduation, he worked at Peking University as a teacher. In the meantime, he published a joint paper with Tsai-han Kiang ( Jiang Zehan) on the numbers of nondegenerate critical points, which showed his solid mathematical foundation and research capability. In 1936, he went to University College London and spend four years studying mathematical statistics. During this period, with his strong mathematical skill combining with advanced statistical ideas, he wrote a series remarkable pa ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Herbert Robbins
Herbert Ellis Robbins (January 12, 1915 – February 12, 2001) was an American mathematician and statistician. He did research in topology, measure theory, statistics, and a variety of other fields. He was the co-author, with Richard Courant, of '' What is Mathematics?'', a popularization that is still () in print. The Robbins lemma, used in empirical Bayes methods, is named after him. Robbins algebras are named after him because of a conjecture (since proved) that he posed concerning Boolean algebras. The Robbins theorem, in graph theory, is also named after him, as is the Whitney–Robbins synthesis, a tool he introduced to prove this theorem. The well-known unsolved problem of minimizing in sequential selection the expected rank of the selected item under full information, sometimes referred to as the fourth secretary problem, also bears his name: Robbins' problem (of optimal stopping). Biography Robbins was born in New Castle, Pennsylvania. As an undergraduate, Rob ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Law Of Large Numbers
In probability theory, the law of large numbers (LLN) is a theorem that describes the result of performing the same experiment a large number of times. According to the law, the average of the results obtained from a large number of trials should be close to the expected value and tends to become closer to the expected value as more trials are performed. The LLN is important because it guarantees stable long-term results for the averages of some random events. For example, while a casino may lose money in a single spin of the roulette wheel, its earnings will tend towards a predictable percentage over a large number of spins. Any winning streak by a player will eventually be overcome by the parameters of the game. Importantly, the law applies (as the name indicates) only when a ''large number'' of observations are considered. There is no principle that a small number of observations will coincide with the expected value or that a streak of one value will immediately be "balanced ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Borel–Cantelli Lemma
In probability theory, the Borel–Cantelli lemma is a theorem about sequences of events. In general, it is a result in measure theory. It is named after Émile Borel and Francesco Paolo Cantelli, who gave statement to the lemma in the first decades of the 20th century. A related result, sometimes called the second Borel–Cantelli lemma, is a partial converse of the first Borel–Cantelli lemma. The lemma states that, under certain conditions, an event will have probability of either zero or one. Accordingly, it is the best-known of a class of similar theorems, known as zero-one laws. Other examples include Kolmogorov's zero–one law and the Hewitt–Savage zero–one law. Statement of lemma for probability spaces Let ''E''1,''E''2,... be a sequence of events in some probability space. The Borel–Cantelli lemma states: Here, "lim sup" denotes limit supremum of the sequence of events, and each event is a set of outcomes. That is, lim sup ''E''''n'' is th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Paul Erdős
Paul Erdős ( hu, Erdős Pál ; 26 March 1913 – 20 September 1996) was a Hungarian mathematician. He was one of the most prolific mathematicians and producers of mathematical conjectures of the 20th century. pursued and proposed problems in discrete mathematics, graph theory, number theory, mathematical analysis, approximation theory, set theory, and probability theory. Much of his work centered around discrete mathematics, cracking many previously unsolved problems in the field. He championed and contributed to Ramsey theory, which studies the conditions in which order necessarily appears. Overall, his work leaned towards solving previously open problems, rather than developing or exploring new areas of mathematics. Erdős published around 1,500 mathematical papers during his lifetime, a figure that remains unsurpassed. He firmly believed mathematics to be a social activity, living an itinerant lifestyle with the sole purpose of writing mathematical papers with other mathem ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Theorems In Measure Theory
In mathematics, a theorem is a statement that has been proved, or can be proved. The ''proof'' of a theorem is a logical argument that uses the inference rules of a deductive system to establish that the theorem is a logical consequence of the axioms and previously proved theorems. In the mainstream of mathematics, the axioms and the inference rules are commonly left implicit, and, in this case, they are almost always those of Zermelo–Fraenkel set theory with the axiom of choice, or of a less powerful theory, such as Peano arithmetic. A notable exception is Wiles's proof of Fermat's Last Theorem, which involves the Grothendieck universes whose existence requires the addition of a new axiom to the set theory. Generally, an assertion that is explicitly called a theorem is a proved result that is not an immediate consequence of other known theorems. Moreover, many authors qualify as ''theorems'' only the most important results, and use the terms ''lemma'', ''proposition'' and '' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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