Subject: [HM] on dependencies of events in probability theory
From: Dr J Stoyanov (Jordan.Stoyanov@newcastle.ac.uk)
Date: Wed Jun 07 2000 - 09:58:23 EDT
Dear Colleagues,
The topic "independence/dependence" of random events and random variables
was and is among my favourite ones during the last 15 years.
I have proposed a new idea how to analyze the independence/dependence
properties of a collection of random elements and have established some
striking results in the area.
Also I proposed a "Dependency Measure", i.e. an easy way to calculate
how much is the dependency in a given collection of random elements. It
is a single number between 0 and 1... Many people found this interesting
and useful...
You may look at my book:
Stoyanov, J: "Counterexamples in Probability", 2nd ed, John Wiley &
Sons, 1997
or at my papers (sorry not on www...):
in "The American Statistician", vol 47 (1993), pp. 112-115
in "Statist & Probab Letters", vol 23 (1995), pp. 108-115
and in the book "Stochastic Processes and Related Topics" (In Memory
of S Cambanis). Eds Karatzas, I. et all Birkhauser, Boston, 1998,
pp. 257-275.
I have also something more which is interesting but still not published.
There are, of course, related works by others.
I would like to know about similar work of colleagues.
Best regards: Jordan
Dr Jordan Stoyanov
School of Mathematics & Statistics
University of Newcatsle
Newcastle upon Tyne NE1 7RU
UNITED KINGDOM
e-mail: jordan.stoyanov@ncl.ac.uk (l="el")
fax: +44 191 222 8020
This archive was generated by hypermail 2b28 : Wed Jun 07 2000 - 09:59:29 EDT