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Author : Walter Philipp
Publisher :
ISBN 13 :
Total Pages : 140 pages
Book Rating : 4.:/5 (252 download)
Download or read book Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables written by Walter Philipp and published by . This book was released on 1975 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Walter Philipp
Publisher : American Mathematical Soc.
ISBN 13 : 0821818619
Total Pages : 146 pages
Book Rating : 4.8/5 (218 download)
Download or read book Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables written by Walter Philipp and published by American Mathematical Soc.. This book was released on 1975 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: A strong revival of interest in the law of the iterated logarithm and related asymptotic fluctuation results has occurred in the last decade, stimulated by two remarkable papers by Volker Strassen. In these papers, Strassen introduces a new method for establishing such fluctuation results for sums of independent random variables and for martingales. Strassen's almost sure invariance principle for martingales states that each martingale satisfying a certain second moment condition is with probability on "close" to a Brownian motion. In this monograph we investigate the asymptotic fluctuation behavior of sums of weakly dependent random variables, such as lacunary trigonometric mixing, and Gaussian sequences.
Author : Shijian Yan
Publisher : American Mathematical Soc.
ISBN 13 : 0821851268
Total Pages : 333 pages
Book Rating : 4.8/5 (218 download)
Download or read book Probability Theory and Its Applications in China written by Shijian Yan and published by American Mathematical Soc.. This book was released on 1991 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability theory has always been an active field of research in China, but, until recently, almost all of this research was written in Chinese. This book contains surveys by some of China's leading probabilists, with a fairly complete coverage of theoretical probability and selective coverage of applied topics. The purpose of the book is to provide an account of the most significant results in probability obtained in China in the past few decades and to promote communication between probabilists in China and those in other countries. This collection will be of interest to graduate students and researchers in mathematics and probability theory, as well as to researchers in such areas as physics, engineering, biochemistry, and information science. Among the topics covered here are: stochastic analysis, stochastic differential equations, Dirichlet forms, Brownian motion and diffusion, potential theory, geometry of manifolds, semi-martingales, jump Markov processes, interacting particle systems, entropy production of Markov processes, renewal sequences and $p$-functions, multi-parameter stochastic processes, stationary random fields, limit theorems, strong approximations, large deviations, stochastic control systems, and probability problems in information theory.
Author : Abdulla Azamov
Publisher : Springer
ISBN 13 : 3030014762
Total Pages : 195 pages
Book Rating : 4.0/5 (3 download)
Download or read book Differential Equations and Dynamical Systems written by Abdulla Azamov and published by Springer. This book was released on 2018-10-20 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book features papers presented during a special session on dynamical systems, mathematical physics, and partial differential equations. Research articles are devoted to broad complex systems and models such as qualitative theory of dynamical systems, theory of games, circle diffeomorphisms, piecewise smooth circle maps, nonlinear parabolic systems, quadtratic dynamical systems, billiards, and intermittent maps. Focusing on a variety of topics from dynamical properties to stochastic properties of dynamical systems, this volume includes discussion on discrete-numerical tracking, conjugation between two critical circle maps, invariance principles, and the central limit theorem. Applications to game theory and networks are also included. Graduate students and researchers interested in complex systems, differential equations, dynamical systems, functional analysis, and mathematical physics will find this book useful for their studies. The special session was part of the second USA-Uzbekistan Conference on Analysis and Mathematical Physics held on August 8-12, 2017 at Urgench State University (Uzbekistan). The conference encouraged communication and future collaboration among U.S. mathematicians and their counterparts in Uzbekistan and other countries. Main themes included algebra and functional analysis, dynamical systems, mathematical physics and partial differential equations, probability theory and mathematical statistics, and pluripotential theory. A number of significant, recently established results were disseminated at the conference’s scheduled plenary talks, while invited talks presented a broad spectrum of findings in several sessions. Based on a different session from the conference, Algebra, Complex Analysis, and Pluripotential Theory is also published in the Springer Proceedings in Mathematics & Statistics Series.
Author : Christian Houdré
Publisher : Springer Science & Business Media
ISBN 13 : 3034804903
Total Pages : 374 pages
Book Rating : 4.0/5 (348 download)
Download or read book High Dimensional Probability VI written by Christian Houdré and published by Springer Science & Business Media. This book was released on 2013-04-19 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a collection of papers by participants at High Dimensional Probability VI Meeting held from October 9-14, 2011 at the Banff International Research Station in Banff, Alberta, Canada. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other areas of mathematics, statistics, and computer science. These include random matrix theory, nonparametric statistics, empirical process theory, statistical learning theory, concentration of measure phenomena, strong and weak approximations, distribution function estimation in high dimensions, combinatorial optimization, and random graph theory. The papers in this volume show that HDP theory continues to develop new tools, methods, techniques and perspectives to analyze the random phenomena. Both researchers and advanced students will find this book of great use for learning about new avenues of research.
Author : M. H. A. Davis
Publisher : CRC Press
ISBN 13 : 9782881247163
Total Pages : 596 pages
Book Rating : 4.2/5 (471 download)
Download or read book Applied Stochastic Analysis written by M. H. A. Davis and published by CRC Press. This book was released on 1991 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of 22 articles based on papers presented at a workshop held at Imperial College, London, April 1989. They concern applications of stochastic analysis--the theory of stochastic integration, martingales and Markov processes--to a variety of applied problems centered around optimization of dynamical systems under uncertainty. Topics covered include characterization and approximation for stochastic system models, problems in stochastic control theory, and various facets of nonlinear filtering theory and system identification. Annotation copyrighted by Book News, Inc., Portland, OR
Author : B. Szyszkowicz
Publisher : Elsevier
ISBN 13 : 9780080499529
Total Pages : 914 pages
Book Rating : 4.4/5 (995 download)
Download or read book Asymptotic Methods in Probability and Statistics written by B. Szyszkowicz and published by Elsevier. This book was released on 1998-10-29 with total page 914 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97. This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.
Author : Mark Pollicott
Publisher : Springer Nature
ISBN 13 : 3030748634
Total Pages : 536 pages
Book Rating : 4.0/5 (37 download)
Download or read book Thermodynamic Formalism written by Mark Pollicott and published by Springer Nature. This book was released on 2021-10-01 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume arose from a semester at CIRM-Luminy on “Thermodynamic Formalism: Applications to Probability, Geometry and Fractals” which brought together leading experts in the area to discuss topical problems and recent progress. It includes a number of surveys intended to make the field more accessible to younger mathematicians and scientists wishing to learn more about the area. Thermodynamic formalism has been a powerful tool in ergodic theory and dynamical system and its applications to other topics, particularly Riemannian geometry (especially in negative curvature), statistical properties of dynamical systems and fractal geometry. This work will be of value both to graduate students and more senior researchers interested in either learning about the main ideas and themes in thermodynamic formalism, and research themes which are at forefront of research in this area.
Author : Herold Dehling
Publisher : Springer Science & Business Media
ISBN 13 : 1461200997
Total Pages : 378 pages
Book Rating : 4.4/5 (612 download)
Download or read book Empirical Process Techniques for Dependent Data written by Herold Dehling and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the dependence structure in data sets from many different subject areas such as finance, insurance, and telecommunications has led to new developments concerning the empirical distribution function and the empirical process for dependent, mostly stationary sequences. This work gives an introduction to this new theory of empirical process techniques, which has so far been scattered in the statistical and probabilistic literature, and surveys the most recent developments in various related fields. Key features: A thorough and comprehensive introduction to the existing theory of empirical process techniques for dependent data * Accessible surveys by leading experts of the most recent developments in various related fields * Examines empirical process techniques for dependent data, useful for studying parametric and non-parametric statistical procedures * Comprehensive bibliographies * An overview of applications in various fields related to empirical processes: e.g., spectral analysis of time-series, the bootstrap for stationary sequences, extreme value theory, and the empirical process for mixing dependent observations, including the case of strong dependence. To date this book is the only comprehensive treatment of the topic in book literature. It is an ideal introductory text that will serve as a reference or resource for classroom use in the areas of statistics, time-series analysis, extreme value theory, point process theory, and applied probability theory. Contributors: P. Ango Nze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,
Author : Patrick Billingsley
Publisher : John Wiley & Sons
ISBN 13 : 111862596X
Total Pages : 253 pages
Book Rating : 4.1/5 (186 download)
Download or read book Convergence of Probability Measures written by Patrick Billingsley and published by John Wiley & Sons. This book was released on 2013-06-25 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new look at weak-convergence methods in metric spaces-from a master of probability theory In this new edition, Patrick Billingsley updates his classic work Convergence of Probability Measures to reflect developments of the past thirty years. Widely known for his straightforward approach and reader-friendly style, Dr. Billingsley presents a clear, precise, up-to-date account of probability limit theory in metric spaces. He incorporates many examples and applications that illustrate the power and utility of this theory in a range of disciplines-from analysis and number theory to statistics, engineering, economics, and population biology. With an emphasis on the simplicity of the mathematics and smooth transitions between topics, the Second Edition boasts major revisions of the sections on dependent random variables as well as new sections on relative measure, on lacunary trigonometric series, and on the Poisson-Dirichlet distribution as a description of the long cycles in permutations and the large divisors of integers. Assuming only standard measure-theoretic probability and metric-space topology, Convergence of Probability Measures provides statisticians and mathematicians with basic tools of probability theory as well as a springboard to the "industrial-strength" literature available today.
Author : Petr Mandl
Publisher : Springer Science & Business Media
ISBN 13 : 3642579841
Total Pages : 463 pages
Book Rating : 4.6/5 (425 download)
Download or read book Asymptotic Statistics written by Petr Mandl and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: In particular up-to-date-information is presented in detection of systematic changes, in series of observation, in robust regression analysis, in numerical empirical processes and in related areas of actuarial sciences.
Author : P. Gänssler
Publisher : Springer
ISBN 13 : 3540375155
Total Pages : 156 pages
Book Rating : 4.5/5 (43 download)
Download or read book Empirical Distributions and Processes written by P. Gänssler and published by Springer. This book was released on 2006-11-14 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eberlein
Publisher : Birkhäuser
ISBN 13 :
Total Pages : 496 pages
Book Rating : 4.3/5 (91 download)
Download or read book Dependence in Probability and Statistics written by Eberlein and published by Birkhäuser. This book was released on 1986 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : G. Maruyama
Publisher : Springer
ISBN 13 : 3540379665
Total Pages : 732 pages
Book Rating : 4.5/5 (43 download)
Download or read book Proceedings of the Third Japan-USSR Symposium on Probability Theory written by G. Maruyama and published by Springer. This book was released on 2006-11-14 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joergen Hoffmann-Joergensen
Publisher : Springer Science & Business Media
ISBN 13 : 9783764321871
Total Pages : 364 pages
Book Rating : 4.3/5 (218 download)
Download or read book High Dimensional Probability III written by Joergen Hoffmann-Joergensen and published by Springer Science & Business Media. This book was released on 2003-11-27 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: The title High Dimensional Probability is used to describe the many tributaries of research on Gaussian processes and probability in Banach spaces that started in the early 1970s. Many of the problems that motivated researchers at that time were solved. But the powerful new tools created for their solution turned out to be applicable to other important areas of probability. They led to significant advances in the study of empirical processes and other topics in theoretical statistics and to a new approach to the study of aspects of Lévy processes and Markov processes in general. The papers in this book reflect these broad categories. The volume thus will be a valuable resource for postgraduates and reseachers in probability theory and mathematical statistics.
Author : Dmitry Dolgopyat
Publisher : Springer Nature
ISBN 13 : 3031326016
Total Pages : 348 pages
Book Rating : 4.0/5 (313 download)
Download or read book Local Limit Theorems for Inhomogeneous Markov Chains written by Dmitry Dolgopyat and published by Springer Nature. This book was released on 2023-07-31 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains. The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.
Author : A.A. Ivanov
Publisher : Springer Science & Business Media
ISBN 13 : 9400911831
Total Pages : 255 pages
Book Rating : 4.4/5 (9 download)
Download or read book Statistical Analysis of Random Fields written by A.A. Ivanov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Et moi ... - si j'avait su comment en revcnir. One service mathematics has rendered the je n'y scrais point aile.' human race. It has put common sense back where it belongs, on the topmost shclf next Jules Verne to the dusty canister labdlcd 'discarded non· The series is divergent; therefore we may be sense'. able to do something with it Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
