Limit Theory for Mixing Dependent Random Variables: 378 (Mathematics and Its Applications) - Hardcover

Lin Zhengyan; Lu Chuanrong

 
9780792342199: Limit Theory for Mixing Dependent Random Variables: 378 (Mathematics and Its Applications)

Inhaltsangabe

For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence (approximation), limit behaviour of some statistics with a mixing sample, and many useful tools are provided.
Audience: This volume will be of interest to researchers and graduate students in the field of probability and statistics, whose work involves dependent data (variables).

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Reseña del editor

For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence (approximation), limit behaviour of some statistics with a mixing sample, and many useful tools are provided.
Audience: This volume will be of interest to researchers and graduate students in the field of probability and statistics, whose work involves dependent data (variables).

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Weitere beliebte Ausgaben desselben Titels

9789048147489: Limit Theory for Mixing Dependent Random Variables: 378 (Mathematics and Its Applications)

Vorgestellte Ausgabe

ISBN 10:  9048147484 ISBN 13:  9789048147489
Verlag: Springer, 2010
Softcover