The Linearity Properties: Expected Values and Variances of Combinations of Random Variables The "linearity properties" indicate how to find the expected value and variance of a linear combination of ...

Let $X_{1},X_{2},\ldots ,X_{n}$ be independent random variables. Given the moments $EX_{j}^{s}$ (s = 1, 2,...,m), (j = 1, 2,...,n), the joint distribution function of ...

A construction due to Asmussen and Jacobsen is generalised so as to produce countably infinite collections of L¹ random variables having a 'paradoxical' property. The conditional expectation of any ...

Abstract: This work is concerned with the optimal control of a discrete-time linear system with random parameters. It is assumed that the parameters of the system vary randomly during the process, ...

Abstract: This paper is to develop a new distributed estimation technique for linear systems with network induced delays and packet dropouts. A set of random variables are utilized to model the random ...