Limit Theorems of Probability Theory, V. Bentkus; Yu.V. Prokhorov; B. Seckler; V. Statul
Автор: Eichelsbacher Peter Название: Limit Theorems in Probability, Statistics and Number Theory ISBN: 364236067X ISBN-13(EAN): 9783642360671 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Limit theorems and asymptotic results form a central topic in probability theory and mathematical statistics. New and non-classical limit theorems have been discovered for processes in random environments, especially in connection with random matrix theory and free probability. These questions and the techniques for answering them combine asymptotic enumerative combinatorics, particle systems and approximation theory, and are important for new approaches in geometric and metric number theory as well. Thus, the contributions in this book include a wide range of applications with surprising connections ranging from longest common subsequences for words, permutation groups, random matrices and free probability to entropy problems and metric number theory.
The book is the product of a conference that took place in August 2011 in Bielefeld, Germany to celebrate the 60th birthday of Friedrich G tze, a noted expert in this field.
Автор: Dudley Название: Uniform Central Limit Theorems ISBN: 0521738415 ISBN-13(EAN): 9780521738415 Издательство: Cambridge Academ Рейтинг: Цена: 7762.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This second edition of a classic work has been considerably expanded and revised, now with complete proofs of all results, including several new theorems not included in the first edition, such as Talagrand`s generic chaining approach to boundedness of Gaussian processes and Gine and Zinn`s characterization of uniform Donsker classes.
Автор: Jacod Jean, Shiryaev Albert N. Название: Limit Theorems for Stochastic Processes ISBN: 3540439323 ISBN-13(EAN): 9783540439325 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.
Описание: After the pioneering works by Robbins {1944, 1945) and Choquet (1955), the notation of a set-valued random variable (called a random closed set in literatures) was systematically introduced by Kendall {1974) and Matheron {1975).
Название: Limit Theorems for Stochastic Processes ISBN: 144711051X ISBN-13(EAN): 9781447110514 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail.
Автор: Nicolai Leonenko Название: Limit Theorems for Random Fields with Singular Spectrum ISBN: 0792356357 ISBN-13(EAN): 9780792356356 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. Topics include concepts of the spectral theory of random fields, and Tauberian and Abelian theorems for covariance function of long-memory random fields.
Автор: V. Bentkus; Yu.V. Prokhorov; B. Seckler; V. Statul Название: Limit Theorems of Probability Theory ISBN: 3642081703 ISBN-13(EAN): 9783642081705 Издательство: Springer Рейтинг: Цена: 20956.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book consists of five parts written by different authors devoted to various problems dealing with probability limit theorems. The first part, "Classical-Type Limit Theorems for Sums ofIndependent Random Variables" (V.v. Petrov), presents a number of classical limit theorems for sums of independent random variables as well as newer related results. The presentation dwells on three basic topics: the central limit theorem, laws of large numbers and the law of the iterated logarithm for sequences of real-valued random variables. The second part, "The Accuracy of Gaussian Approximation in Banach Spaces" (V. Bentkus, F. G6tze, V. Paulauskas and A. Rackauskas), reviews various results and methods used to estimate the convergence rate in the central limit theorem and to construct asymptotic expansions in infinite-dimensional spaces. The authors con- fine themselves to independent and identically distributed random variables. They do not strive to be exhaustive or to obtain the most general results; their aim is merely to point out the differences from the finite-dimensional case and to explain certain new phenomena related to the more complex structure of Banach spaces. Also reflected here is the growing tendency in recent years to apply results obtained for Banach spaces to asymptotic problems of statistics.
Автор: Peter Eichelsbacher; Guido Elsner; Holger K?sters; Название: Limit Theorems in Probability, Statistics and Number Theory ISBN: 3642433960 ISBN-13(EAN): 9783642433962 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Limit theorems and asymptotic results form a central topic in probability theory and mathematical statistics. New and non-classical limit theorems have been discovered for processes in random environments, especially in connection with random matrix theory and free probability. These questions and the techniques for answering them combine asymptotic enumerative combinatorics, particle systems and approximation theory, and are important for new approaches in geometric and metric number theory as well. Thus, the contributions in this book include a wide range of applications with surprising connections ranging from longest common subsequences for words, permutation groups, random matrices and free probability to entropy problems and metric number theory.
The book is the product of a conference that took place in August 2011 in Bielefeld, Germany to celebrate the 60th birthday of Friedrich G tze, a noted expert in this field.
Описание: The authors of this work use a novel strategy that combines record linkage and demographic/statistical analysis to produce an internally consistent and robust set of estimates of the African-American population during the period 1930-1990. They interpret the record that emerges, with special reference to longevity trends and differentials.
Автор: L. Saulis; V.A. Statulevicius Название: Limit Theorems for Large Deviations ISBN: 0792314751 ISBN-13(EAN): 9780792314752 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "Et moi, ...- si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais poin t aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. H ea viside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service. topology has rendered mathematical physics .. .':: 'One service logic has rendered com- puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d 'e1: re of this series.
Автор: Lin Zhengyan; Lu Zhuarong Название: Strong Limit Theorems ISBN: 079231798X ISBN-13(EAN): 9780792317982 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a review of the most significant developments in strong Approximation and strong Convergence in probability theory. Divided into three chapters, this book deals with Wiener and Gaussian processes. It is intended for researchers whose work involves probability theory and statistics.
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