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Author: R. R. Bahadur
Publisher: SIAM
Published: 1971-01-01
Total Pages: 48
ISBN-13: 9781611970630
DOWNLOAD EBOOK →A discussion of some topics in the theory of large deviations such as moment-generating functions and Chernoff's theorem, and of aspects of estimation and testing in large samples, such as exact slopes of test statistics.
Author: I. Berkes
Publisher: North Holland
Published: 1990
Total Pages: 572
ISBN-13:
DOWNLOAD EBOOK →Author: Marc Hallin
Publisher: Springer
Published: 2016-10-05
Total Pages: 0
ISBN-13: 9783319353944
DOWNLOAD EBOOK →This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field. Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.
Author: Peter Eichelsbacher
Publisher: Springer Science & Business Media
Published: 2013-04-23
Total Pages: 317
ISBN-13: 3642360688
DOWNLOAD EBOOK →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 Götze, a noted expert in this field.
Author: Yu.V. Prokhorov
Publisher: Springer Science & Business Media
Published: 2013-03-14
Total Pages: 280
ISBN-13: 3662041723
DOWNLOAD EBOOK →A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.
Author: R. M. Dudley
Publisher: Cambridge University Press
Published: 1999-07-28
Total Pages: 452
ISBN-13: 0521461022
DOWNLOAD EBOOK →This treatise by an acknowledged expert includes several topics not found in any previous book.
Author: Hans Fischer
Publisher: Springer Science & Business Media
Published: 2010-10-08
Total Pages: 415
ISBN-13: 0387878572
DOWNLOAD EBOOK →This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.
Author: Dmitriĭ Sergeevich Silʹvestrov
Publisher: Springer Science & Business Media
Published: 2004
Total Pages: 426
ISBN-13: 9781852337773
DOWNLOAD EBOOK →Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the 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. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.
Author: Aleksandr Vadimovich Bulinski?
Publisher: World Scientific
Published: 2007
Total Pages: 447
ISBN-13: 9812709401
DOWNLOAD EBOOK →This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).
