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The law of large numbers and the central limit theorem continue to hold for random variables on infinite sample spaces.
For random variables having a continuum of possible values, the function that plays the same role as the probability distribution of a discrete random variable is called a probability density function.
Let μbe a update rule for random variables.
A deterministic dynamic program using expected values for random variables, The ADP algorithm of Sect.
Capital letters are used for random variables, and lower case letters are used for their realizations.
It is well known that, for random variables, Chow [3] discussed the complete moment convergence, and got the following result.
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Lemma 4 relates our algorithm to the accept-reject algorithm for random variable generation.
The p.d.f. of the gamma distribution for random variable is defined as (10).
Note that this is not a statistical method and we label it as Optrv, "rv" for random variable.
This study adopts the acceptance-rejection sampling method, instead of the direct sampling method, for random variable sampling to reduce computing complexity.
For the sake of tractability of the analysis, we have assumed the same behavior for random variable (I_{mn}^{l}) in the MIMO system.
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