The doctrine of limits, with its applications
Author: William Whewell
Publisher:
Published: 1838
Total Pages: 204
ISBN-13:
DOWNLOAD EBOOKRead and Download eBook Full
Author: William Whewell
Publisher:
Published: 1838
Total Pages: 204
ISBN-13:
DOWNLOAD EBOOKAuthor: William Whewell
Publisher: BoD – Books on Demand
Published: 2024-09-02
Total Pages: 202
ISBN-13: 3368942956
DOWNLOAD EBOOKReprint of the original, first published in 1838.
Author: William Whewell
Publisher:
Published: 1838
Total Pages: 208
ISBN-13:
DOWNLOAD EBOOKAuthor: P. Hall
Publisher: Academic Press
Published: 2014-07-10
Total Pages: 321
ISBN-13: 1483263223
DOWNLOAD EBOOKMartingale 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.
Author: Vladimir Rabinovich
Publisher: Birkhäuser
Published: 2012-12-06
Total Pages: 404
ISBN-13: 3034879113
DOWNLOAD EBOOKThis is the first monograph devoted to a fairly wide class of operators, namely band and band-dominated operators and their Fredholm theory. The main tool in studying this topic is limit operators. Applications are presented to several important classes of such operators: convolution type operators and pseudo-differential operators on bad domains and with bad coefficients.
Author: Donald W. Hight
Publisher: Courier Corporation
Published: 2012-07-17
Total Pages: 164
ISBN-13: 0486153126
DOWNLOAD EBOOKAn exploration of conceptual foundations and the practical applications of limits in mathematics, this text offers a concise introduction to the theoretical study of calculus. Many exercises with solutions. 1966 edition.
Author: Chuanzhi Huang
Publisher: Springer Nature
Published: 2020-01-02
Total Pages: 472
ISBN-13: 9811515727
DOWNLOAD EBOOKThis book establishes the equations of limit analysis and provides a complete theoretical basis for foundation capacity, slope stability, and earth pressure. It is divided into three parts, the first of which discusses the failure mode and fundamental equation of soil mass. The second part addresses the solution methods for limit analysis, including the characteristic line method, stress field method, limit equilibrium method, virtual work equation-based generalized limit equilibrium method and generalized limit equilibrium method for the surface failure mode. Lastly, the third part examines the application of the limit analysis theory to soil mass.
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: James Davidson
Publisher: Oxford University Press
Published: 2021-11-04
Total Pages: 796
ISBN-13: 0192658808
DOWNLOAD EBOOKStochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distribution theory with applications to econometrics, with particular emphasis on the problems of time dependence and heterogeneity. The book is designed to be useful on two levels. First, as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of recent work in the field of particular interest to econometricians. It is virtually self-contained, with all but the most basic technical prerequisites being explained in their context; mathematical topics include measure theory, integration, metric spaces, and topology, with applications to random variables, and an extended treatment of conditional probability. Other subjects treated include: stochastic processes, mixing processes, martingales, mixingales, and near-epoch dependence; the weak and strong laws of large numbers; weak convergence; and central limit theorems for nonstationary and dependent processes. The functional central limit theorem and its ramifications are covered in detail, including an account of the theoretical underpinnings (the weak convergence of measures on metric spaces), Brownian motion, the multivariate invariance principle, and convergence to stochastic integrals. This material is of special relevance to the theory of cointegration. The new edition gives updated and improved versions of many of the results and extends the coverage of many topics, in particular the theory of convergence to alpha-stable limits of processes with infinite variance.
Author: Yanqian Ye
Publisher: American Mathematical Soc.
Published: 1986
Total Pages: 452
ISBN-13: 9780821845189
DOWNLOAD EBOOKDeals with limit cycles of general plane stationary systems, including their existence, nonexistence, stability, and uniqueness. This book also discusses the global topological structure of limit cycles and phase-portraits of quadratic systems.