Advances in Stochastic Inequalities: AMS Special Session on Stochastic Inequalities and Their Applications, October 17-19, 1997, Georgia Institute of Technology (Contemporary Mathematics) - Softcover

American Mathematical Society

 
9780821810866: Advances in Stochastic Inequalities: AMS Special Session on Stochastic Inequalities and Their Applications, October 17-19, 1997, Georgia Institute of Technology (Contemporary Mathematics)
Softcover
ISBN 10: 0821810863 ISBN 13: 9780821810866
Verlag: American Mathematical Society, 1999

Inhaltsangabe

This volume contains 15 articles based on invited talks given at an AMS Special Session on 'Stochastic Inequalities and Their Applications' held at Georgia Institute of Technology (Atlanta). The session drew international experts who exchanged ideas and presented state-of-the-art results and techniques in the field. Together, the articles in the book give a comprehensive picture of this area of mathematical probability and statistics.The book includes new results on the following: convexity inequalities for ranges of vector measures; inequalities for tails of Gaussian chaos and for independent symmetric random variables; Bonferroni-type inequalities for sums of stationary sequences; Rosenthal-type second moment inequalities; variance inequalities for functions of multivariate random variables; correlation inequalities for stable random vectors; maximal inequalities for VC classes; deviation inequalities for martingale polynomials; and, expectation equalities for bounded mean-zero Gaussian processes. Various articles in the book emphasize applications of stochastic inequalities to hypothesis testing, mathematical finance, statistics, and mathematical physics.

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

Reseña del editor

This volume contains 15 articles based on invited talks given at an AMS Special Session on "Stochastic Inequalities and Their Applications" held at Georgia Institute of Technology (Atlanta). The session drew international experts who exchanged ideas and presented state-of-the-art results and techniques in the field. Together, the articles in the book give a comprehensive picture of this area of mathematical probability and statistics. The book includes new results on the following: convexity inequalities for ranges of vector measures; inequalities for tails of Gaussian chaos and for independent symmetric random variables; Bonferroni-type inequalities for sums of stationary sequences; Rosenthal-type second moment inequalities; variance inequalities for functions of multivariate random variables; correlation inequalities for stable random vectors; maximal inequalities for VC classes; deviation inequalities for martingale polynomials; and expectation equalities for bounded mean-zero Gaussian processes. Various articles in the book emphasize applications of stochastic inequalities to hypothesis testing, mathematical finance, statistics, and mathematical physics.

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

Verlag
American Mathematical Society
Erscheinungsdatum
1999
Sprache
Englisch
ISBN 10 
0821810863
ISBN 13 
9780821810866
Einband
Tapa blanda
Anzahl der Seiten
212
Kontakt zum Hersteller
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Verantwortliche Person
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