TY - RPRT
A1 - Küfer, Karl-Heinz
T1 - On the Variance of Additive Random Variables on Stochastic Polyhedra
N2 - Let \(a_i i:= 1,\dots,m.\) be an i.i.d. sequence taking values in \(\mathbb{R}^n\). Whose convex hull is interpreted as a stochastic polyhedron \(P\). For a special class of random variables which decompose additively relative to their boundary simplices, eg. the volume of \(P\), integral representations of their first two moments are given which lead to asymptotic estimations of variances for special "additive variables" known from stochastic approximation theory in case of rotationally symmetric distributions.
T3 - Preprints (rote Reihe) des Fachbereich Mathematik - 233
Y1 - 1992
UR - https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/5052
UR - https://nbn-resolving.org/urn:nbn:de:hbz:386-kluedo-50521
ER -