A REMARK ON THE DISTRIBUTION OF VALUES FOR FUNCTIONS OF A LARGE NUMBER OF VARIABLESстатья
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Дата последнего поиска статьи во внешних источниках: 10 июня 2020 г.
Аннотация:Abstract. It is known that the values of functions that depend on a large number of similar
variables are almost constant from the point of view of an observer evaluating their values at random points of the domains of their definition (the “nonlinear law of large numbers”). We show that, under certain normalization conditions, the distribution of values of such functions tends to a normal distribution as the number of variables grows.
Key words. law of large numbers, normal distribution, measure concentration principle
DOI. 10.1137/S0040585X97T98974X