Author: Schröcker Hans-Peter Wallner Johannes
Publisher: Springer Publishing Company
ISSN: 1385-3139
Source: Reliable Computing, Vol.12, Iss.3, 2006-06, pp. : 203-223
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
We generalize the DEnv (Distribution envelope determination) method for bounding the result of arithmetic operations on random variables with unknown dependence to higher-dimensional settings. In order to minimize both the influence of the coordinate frame and information loss we suggest a nested thicket representation for random variables and a corresponding intersection algorithm.
Related content
On cumulative jump random variables
Annals of Operations Research, Vol. 206, Iss. 1, 2013-07 ,pp. :
Computability on random variables
By Muller N.T.
Theoretical Computer Science, Vol. 219, Iss. 1, 1999-05 ,pp. :
Random Geometric Graph Diameter in the Unit Ball
By Ellis Robert B. Martin Jeremy L. Yan Catherine
Algorithmica, Vol. 47, Iss. 4, 2007-05 ,pp. :