The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
"Traces the historical development of the normal law. Second Edition offers a comprehensive treatment of the bivariate normal distribution--presenting entirely new material on normal integrals, asymptotic normality, the asymptotic properties of order statistics, and point estimation and statistical intervals."
Clustering remains a vibrant area of research in statistics. Although there are many books on this topic, there are relatively few that are well founded in the theoretical aspects. This book presents an overview of the theory and applications of probabilistic clustering and variable selection, synthesizing the key research results of the last 50 years. It includes all the important theoretical details, and covers the probabilistic models and inference, robustness issues, optimization algorithms, validation techniques and variable selection methods. The book illustrates the different methods with simulated data and applies them to real-world data sets that can be easily downloaded from the web.
This third volume of the Selected Works focusses on a detailed study of fraction Brownian motions. The fractal themes of "self-affinity" and "globality" are presented, while extensive introductory material, written especially for this book, precedes the papers and presents a number of striking new observations and conjectures. The mathematical tools so discussed will be valuable to diverse scientific communities.
Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.
Research and scientific progress are based upqn intuition coordinated with a wide theoretical knowledge, experimental skill, and a realistic sense of the limitations of technology. Only a deep insight into physical phenomena will supply the necessary skills to handle the problems that arise in acoustics. The acoustician today needs to be well acquainted with mathematics, dynamics, hydrodynamics, and physics; he also needs a good knowledge of statistics, signal processing, electrical theory, and of many other specialized subjects. Acquiring this background is a laborious task and would require the study of many different books. It is the goal of this volume to present this background in as thorough and readable a manner as possible so that the reader may turn to specialized publications or chapters of other books for further information without having to start at the preliminaries. In trying to accomplish this goal, mathematics serves only as a tool; the better our understanding of a physical phenomenon, the less mathematics is needed and the shorter and more concise are our computa tions. A word about the choice of subjects for this volume will be helpful to the reader. Even scientists of high standing are frequently not acquainted with the fundamentals needed in the field of acoustics. Chapters I to IX are devoted to these fundamentals. After studying Chapter I, which dis cusses the units and their relationships, the reader should have no difficulty converting from one system of units to any other.