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Author : Ilʹdar Abdulovich Ibragimov
Publisher :
ISBN 13 :
Total Pages : 456 pages
Book Rating : 4.:/5 (44 download)
Download or read book Independent and Stationary Sequences of Random Variables written by Ilʹdar Abdulovich Ibragimov and published by . This book was released on 1971 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : I. A. Ibragimov
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (476 download)
Download or read book Independent and stationary sequences of random variables written by I. A. Ibragimov and published by . This book was released on 1971 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : I. A.L. Ibragimov
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (141 download)
Download or read book Iindependent and Stationary Sequences of Random Variables written by I. A.L. Ibragimov and published by . This book was released on with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M. R. Leadbetter
Publisher : Springer Science & Business Media
ISBN 13 : 1461254493
Total Pages : 344 pages
Book Rating : 4.4/5 (612 download)
Download or read book Extremes and Related Properties of Random Sequences and Processes written by M. R. Leadbetter and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued.
Author : Murray Rosenblatt
Publisher : Springer Science & Business Media
ISBN 13 : 1461251567
Total Pages : 253 pages
Book Rating : 4.4/5 (612 download)
Download or read book Stationary Sequences and Random Fields written by Murray Rosenblatt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has a dual purpose. One of these is to present material which selec tively will be appropriate for a quarter or semester course in time series analysis and which will cover both the finite parameter and spectral approach. The second object is the presentation of topics of current research interest and some open questions. I mention these now. In particular, there is a discussion in Chapter III of the types of limit theorems that will imply asymptotic nor mality for covariance estimates and smoothings of the periodogram. This dis cussion allows one to get results on the asymptotic distribution of finite para meter estimates that are broader than those usually given in the literature in Chapter IV. A derivation of the asymptotic distribution for spectral (second order) estimates is given under an assumption of strong mixing in Chapter V. A discussion of higher order cumulant spectra and their large sample properties under appropriate moment conditions follows in Chapter VI. Probability density, conditional probability density and regression estimates are considered in Chapter VII under conditions of short range dependence. Chapter VIII deals with a number of topics. At first estimates for the structure function of a large class of non-Gaussian linear processes are constructed. One can determine much more about this structure or transfer function in the non-Gaussian case than one can for Gaussian processes. In particular, one can determine almost all the phase information.
Author : Richard Crane Bradley
Publisher :
ISBN 13 :
Total Pages : 532 pages
Book Rating : 4.:/5 (318 download)
Download or read book Measures of Dependence on Stationary Sequences of Random Variables written by Richard Crane Bradley and published by . This book was released on 1978 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert Cogburn
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.E/5 ( download)
Download or read book Asymptotic Properties of Stationary Sequences written by Robert Cogburn and published by . This book was released on 1960 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : E. Wong
Publisher : Springer Science & Business Media
ISBN 13 : 1475717954
Total Pages : 183 pages
Book Rating : 4.4/5 (757 download)
Download or read book Introduction to Random Processes written by E. Wong and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : V.V. Petrov
Publisher : Springer Science & Business Media
ISBN 13 : 3642658091
Total Pages : 360 pages
Book Rating : 4.6/5 (426 download)
Download or read book Sums of Independent Random Variables written by V.V. Petrov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari ables" by B.V. Gnedenko and A.N. Kolmogorov was published in 1949. Since then the theory of summation of independent variables has devel oped rapidly. Today a summing-up of the studies in this area, and their results, would require many volumes. The monograph by I.A. Ibragi mov and Yu. V. I~innik, "Independent and Stationarily Connected VaTiables", which appeared in 1965, contains an exposition of the contem porary state of the theory of the summation of independent identically distributed random variables. The present book borders on that of Ibragimov and Linnik, sharing only a few common areas. Its main focus is on sums of independent but not necessarily identically distri buted random variables. It nevertheless includes a number of the most recent results relating to sums of independent and identically distributed variables. Together with limit theorems, it presents many probahilistic inequalities for sums of an arbitrary number of independent variables. The last two chapters deal with the laws of large numbers and the law of the iterated logarithm. These questions were not treated in Ibragimov and Linnik; Gnedenko and KolmogoTOv deals only with theorems on the weak law of large numbers. Thus this book may be taken as complementary to the book by Ibragimov and Linnik. I do not, however, assume that the reader is familiar with the latter, nor with the monograph by Gnedenko and Kolmogorov, which has long since become a bibliographical rarity
Author : M. R. Leadbetter
Publisher :
ISBN 13 :
Total Pages : 103 pages
Book Rating : 4.:/5 (227 download)
Download or read book Extremal and Related Properties of Stationary Processes. Part I. Extremes of Stationary Sequences written by M. R. Leadbetter and published by . This book was released on 1979 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report considers the generalization of classical extreme value theory for independent random variables, to apply to stationary stochastic processes. Part 1 is concerned with stochastic sequences and part 2 will deal with continuous time processs. (Author).
Author : Murad Taqqu
Publisher : Springer-Verlag
ISBN 13 : 1461581621
Total Pages : 468 pages
Book Rating : 4.4/5 (615 download)
Download or read book Dependence in Probability and Statistics written by Murad Taqqu and published by Springer-Verlag. This book was released on 2019-06-12 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Athanasios Papoulis
Publisher : McGraw-Hill Science, Engineering & Mathematics
ISBN 13 :
Total Pages : 696 pages
Book Rating : 4.:/5 (318 download)
Download or read book Probability, Random Variables, and Stochastic Processes written by Athanasios Papoulis and published by McGraw-Hill Science, Engineering & Mathematics. This book was released on 1991 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments.
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 : Bruce Hajek
Publisher : Cambridge University Press
ISBN 13 : 1316241246
Total Pages : 429 pages
Book Rating : 4.3/5 (162 download)
Download or read book Random Processes for Engineers written by Bruce Hajek and published by Cambridge University Press. This book was released on 2015-03-12 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).
Author : Pál Révész
Publisher : Academic Press
ISBN 13 : 1483269027
Total Pages : 177 pages
Book Rating : 4.4/5 (832 download)
Download or read book The Laws of Large Numbers written by Pál Révész and published by Academic Press. This book was released on 2014-06-20 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Law of Large Numbers deals with three types of law of large numbers according to the following convergences: stochastic, mean, and convergence with probability 1. The book also investigates the rate of convergence and the laws of the iterated logarithm. It reviews measure theory, probability theory, stochastic processes, ergodic theory, orthogonal series, Huber spaces, Banach spaces, as well as the special concepts and general theorems of the laws of large numbers. The text discusses the laws of large numbers of different classes of stochastic processes, such as independent random variables, orthogonal random variables, stationary sequences, symmetrically dependent random variables and their generalizations, and also Markov chains. It presents other laws of large numbers for subsequences of sequences of random variables, including some general laws of large numbers which are not related to any concrete class of stochastic processes. The text cites applications of the theorems, as in numbers theory, statistics, and information theory. The text is suitable for mathematicians, economists, scientists, statisticians, or researchers involved with the probability and relative frequency of large numbers.
Author : Pavle Mladenović
Publisher : Springer Nature
ISBN 13 : 3031574125
Total Pages : 287 pages
Book Rating : 4.0/5 (315 download)
Download or read book Extreme Values In Random Sequences written by Pavle Mladenović and published by Springer Nature. This book was released on with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kai Lai Chung
Publisher :
ISBN 13 :
Total Pages : 78 pages
Book Rating : 4.:/5 (86 download)
Download or read book On the Maximum Partial Sums of Sequences of Independent Random Variables written by Kai Lai Chung and published by . This book was released on 1947 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:
