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Author: R. R. Bahadur
Publisher: SIAM
Published: 1971-01-01
Total Pages: 48
ISBN-13: 9781611970630
DOWNLOAD EBOOKA 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: Marc Hallin
Publisher: Springer
Published: 2015-04-07
Total Pages: 326
ISBN-13: 3319124420
DOWNLOAD EBOOKThis 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: Yu.V. Prokhorov
Publisher: Springer Science & Business Media
Published: 2013-03-14
Total Pages: 280
ISBN-13: 3662041723
DOWNLOAD EBOOKA 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: I. Berkes
Publisher: North Holland
Published: 1990
Total Pages: 572
ISBN-13:
DOWNLOAD EBOOKAuthor: Alexander Bulinski
Publisher: World Scientific
Published: 2007-09-05
Total Pages: 447
ISBN-13: 9814474576
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: Openstax
Publisher:
Published: 2022-03-23
Total Pages: 914
ISBN-13: 9788565775120
DOWNLOAD EBOOKIntroductory Statistics follows scope and sequence requirements of a one-semester introduction to statistics course and is geared toward students majoring in fields other than math or engineering. The text assumes some knowledge of intermediate algebra and focuses on statistics application over theory. Introductory Statistics includes innovative practical applications that make the text relevant and accessible, as well as collaborative exercises, technology integration problems, and statistics labs. Senior Contributing Authors Barbara Illowsky, De Anza College Susan Dean, De Anza College Contributing Authors Daniel Birmajer, Nazareth College Bryan Blount, Kentucky Wesleyan College Sheri Boyd, Rollins College Matthew Einsohn, Prescott College James Helmreich, Marist College Lynette Kenyon, Collin County Community College Sheldon Lee, Viterbo University Jeff Taub, Maine Maritime Academy
Author: R. M. Dudley
Publisher: Cambridge University Press
Published: 1999-07-28
Total Pages: 452
ISBN-13: 0521461022
DOWNLOAD EBOOKThis 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 EBOOKThis 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 EBOOKLimit 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: Jean Jacod
Publisher: Springer Science & Business Media
Published: 2013-03-09
Total Pages: 620
ISBN-13: 3662025140
DOWNLOAD EBOOKInitially 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 elementary introduction to the main topics: theory of martingales and 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. It should be useful to the professional probabilist or mathematical statistician, and of interest also to graduate students.
