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Record W2132553172 · doi:10.1109/tcomm.2009.12.070539

Limit theorem on the sum of identically distributed equally and positively correlated joint lognormals

2009· article· en· W2132553172 on OpenAlexaff
Sebastian S. Szyszkowicz, Halim Yanikome

Bibliographic record

VenueIEEE Transactions on Communications · 2009
Typearticle
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsCarleton University
Fundersnot available
KeywordsIndependent and identically distributed random variablesMathematicsLog-normal distributionLimit (mathematics)Central limit theoremRandom variableIllustration of the central limit theoremJoint probability distributionDiscrete mathematicsDistribution (mathematics)CombinatoricsApplied mathematicsMathematical analysisStatisticsSum of normally distributed random variables

Abstract

fetched live from OpenAlex

We prove that the distribution of the sum of N identically distributed jointly lognormal random variables, where all pairs have the same strictly positive correlation coefficient, converges to a lognormal with known parameters as N becomes large. We confirm our theorem by simulations and give an application of the theorem.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.017
metaresearch head score (Gemma)0.070
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.017
Threshold uncertainty score0.089

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0170.070
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0030.002
Bibliometrics0.0030.003
Science and technology studies0.0010.007
Scholarly communication0.0030.008
Open science0.0040.004
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0070.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.155
GPT teacher head0.357
Teacher spread0.201 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations33
Published2009
Admission routes1
Has abstractyes

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