Limit Theorems for the Distributions of the Maxima of Partial Sums of Independent Random Variables
Author: Ernest G. Kimme
Publisher:
Published: 1957
Total Pages: 198
ISBN-13:
DOWNLOAD EBOOKRead and Download eBook Full
Author: Ernest G. Kimme
Publisher:
Published: 1957
Total Pages: 198
ISBN-13:
DOWNLOAD EBOOKAuthor: Allan Gut
Publisher: Springer Science & Business Media
Published: 2013
Total Pages: 619
ISBN-13: 1461447070
DOWNLOAD EBOOKLike its predecessor, this book starts from the premise that, rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics. The book starts with the basic tools, and goes on to cover a number of subjects in detail, including chapters on inequalities, characteristic functions and convergence. This is followed by a thorough treatment of the three main subjects in probability theory: the law of large numbers, the central limit theorem, and the law of the iterated logarithm. After a discussion of generalizations and extensions, the book concludes with an extensive chapter on martingales. The new edition is comprehensively updated, including some new material as well as around a dozen new references.
Author: United States. Air Force. Office of Scientific Research
Publisher:
Published: 1950
Total Pages: 1190
ISBN-13:
DOWNLOAD EBOOKAuthor: American Mathematical Society
Publisher:
Published: 1987
Total Pages: 492
ISBN-13:
DOWNLOAD EBOOKAuthor: Jagdish N. Srivastava
Publisher: Elsevier
Published: 2014-05-12
Total Pages: 476
ISBN-13: 1483278174
DOWNLOAD EBOOKA Survey of Combinatorial Theory covers the papers presented at the International Symposium on Combinatorial Mathematics and its Applications, held at Colorado State University (CSU), Fort Collins, Colorado on September 9-11, 1971. The book focuses on the principles, operations, and approaches involved in combinatorial theory, including the Bose-Nelson sorting problem, Golay code, and Galois geometries. The selection first ponders on classical and modern topics in finite geometrical structures; balanced hypergraphs and applications to graph theory; and strongly regular graph derived from the perfect ternary Golay code. Discussions focus on perfect ternary Golay code, finite projective and affine planes, Galois geometries, and other geometric structures. The book then examines the characterization problems of combinatorial graph theory, line-minimal graphs with cyclic group, circle geometry in higher dimensions, and Cayley diagrams and regular complex polygons. The text discusses combinatorial problems in finite Abelian groups, dissection graphs of planar point sets, combinatorial problems and results in fractional replication, Bose-Nelson sorting problem, and some combinatorial aspects of coding theory. The text also reviews the enumerative theory of planar maps, balanced arrays and orthogonal arrays, existence of resolvable block designs, and combinatorial problems in communication networks. The selection is a valuable source of information for mathematicians and researchers interested in the combinatorial theory.
Author: N. H. Bingham
Publisher: Cambridge University Press
Published: 1989-06-15
Total Pages: 518
ISBN-13: 9780521379434
DOWNLOAD EBOOKA comprehensive account of the theory and applications of regular variation.
Author: Aleksandr Vadimovich Bulinski?
Publisher: World Scientific
Published: 2007
Total Pages: 447
ISBN-13: 9812709401
DOWNLOAD EBOOKThis 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.).
Author: Victor H. Peña
Publisher: Springer Science & Business Media
Published: 2008-12-25
Total Pages: 273
ISBN-13: 3540856366
DOWNLOAD EBOOKSelf-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly non-linear nature of these processes, the theory experienced a long period of slow development. In recent years there have been a number of important advances in the theory and applications of self-normalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that self-normalized processes are approximate pivots for statistical inference. The present volume covers recent developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. This is the first book that systematically treats the theory and applications of self-normalization.
Author: Erich Häusler
Publisher: Springer
Published: 2015-06-09
Total Pages: 231
ISBN-13: 331918329X
DOWNLOAD EBOOKThe authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept. Stable convergence holds in many limit theorems of probability theory and statistics – such as the classical central limit theorem – which are usually formulated in terms of convergence in distribution. Originated by Alfred Rényi, the notion of stable convergence is stronger than the classical weak convergence of probability measures. A variety of methods is described which can be used to establish this stronger stable convergence in many limit theorems which were originally formulated only in terms of weak convergence. Naturally, these stronger limit theorems have new and stronger consequences which should not be missed by neglecting the notion of stable convergence. The presentation will be accessible to researchers and advanced students at the master's level with a solid knowledge of measure theoretic probability.