These results are then used to obtain analogous inequalities for certain sums of dependent random variables such as U statistics and the sum of a random sample without replacement from a finite ...

This paper proves a number of inequalities which improve on existing upper limits to the probability distribution of the sum of independent random variables. The inequalities presented require ...

Introduction to the theories of probability and random variables, and their applications in the analysis and modelling of engineering systems.

The Monte Carlo simulation estimates the probability of different outcomes in a process that cannot easily be predicted because of the potential for random variables.

This course covers the ideas underlying statistical modelling, its implementation through computational methods, and links to practical applications. Topics include probability and random variables, ...

RTG: Rigorous Analysis of Complex Random SystemsThe RTG 3027 is a DFG-funded research inititative in analysis and probability at the University of Münster. The central theme is the rigorous ...

Description: Basic concepts of probability and random variables. Time-dependent reliability models. Strength-based reliability and interference theory. Weakest-link and fail-safe systems. Extremal ...

Introduction to the theories of probability and random variables, and their applications in the analysis and modelling of engineering systems.