Mixing: Properties and Examples: 85 (Lecture Notes in Statistics) - Softcover

Buch 4 von 72: Lecture Notes in Statistics

Doukhan, Paul

 
9780387942148: Mixing: Properties and Examples: 85 (Lecture Notes in Statistics)

Inhaltsangabe

Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes, central limit theorems as well as being a topic of current research interest in its own right. The aim of this monograph is to provide a study of applications of dependence in probability and statistics. It is divided in two parts, the first covering the definitions and probabilistic properties of mixing theory. The second part describes mixing properties of classical processes and random fields as well as providing a detailed study of linear and Gaussian fields. Consequently, this book will provide statisticians dealing with problems involving weak dependence properties with a powerful tool.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Reseña del editor

Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes, central limit theorems as well as being a topic of current research interest in its own right. The aim of this monograph is to provide a study of applications of dependence in probability and statistics. It is divided in two parts, the first covering the definitions and probabilistic properties of mixing theory. The second part describes mixing properties of classical processes and random fields as well as providing a detailed study of linear and Gaussian fields. Consequently, this book will provide statisticians dealing with problems involving weak dependence properties with a powerful tool.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Weitere beliebte Ausgaben desselben Titels

9781461226437: Mixing: Properties and Examples

Vorgestellte Ausgabe

ISBN 10:  1461226430 ISBN 13:  9781461226437
Verlag: Springer, 2011
Softcover