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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 : Gennady Samorodnitsky
Publisher : Springer
ISBN 13 : 3319455753
Total Pages : 415 pages
Book Rating : 4.3/5 (194 download)
Download or read book Stochastic Processes and Long Range Dependence written by Gennady Samorodnitsky and published by Springer. This book was released on 2016-11-09 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results. Most of the material in the book has not previously been published in a single self-contained volume, and can be used for a one- or two-semester graduate topics course. It is complete with helpful exercises and an appendix which describes a number of notions and results belonging to the topics used frequently throughout the book, such as topological groups and an overview of the Karamata theorems on regularly varying functions.
Author : Stanford University. Applied Mathematics and Statistics Laboratory
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.F/5 ( download)
Download or read book The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums written by Stanford University. Applied Mathematics and Statistics Laboratory and published by . This book was released on 1969 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let (u sub n, n = or> 1) be a sequence of nonnegative random variables, not necessarily independent or identically distributed, with an associated counting process (N(t), t = or>), defined by N(t) = max (k: u sub 1 + ... + u sub k = or t), u sub 1 = or
Author :
Publisher :
ISBN 13 :
Total Pages : 500 pages
Book Rating : 4.F/5 ( download)
Download or read book Dissertation Abstracts International written by and published by . This book was released on 1983 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jan Beran
Publisher : Springer Science & Business Media
ISBN 13 : 3642355129
Total Pages : 884 pages
Book Rating : 4.6/5 (423 download)
Download or read book Long-Memory Processes written by Jan Beran and published by Springer Science & Business Media. This book was released on 2013-05-14 with total page 884 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.
Author : Institute of Mathematical Statistics
Publisher :
ISBN 13 :
Total Pages : 904 pages
Book Rating : 4.3/5 (512 download)
Download or read book Bulletin - Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1984 with total page 904 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 :
Publisher :
ISBN 13 :
Total Pages : 1016 pages
Book Rating : 4.3/5 (91 download)
Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1989 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : American Mathematical Society
Publisher :
ISBN 13 :
Total Pages : 982 pages
Book Rating : 4.:/5 (36 download)
Download or read book Notices of the American Mathematical Society written by American Mathematical Society and published by . This book was released on 1983 with total page 982 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains articles of significant interest to mathematicians, including reports on current mathematical research.
Author :
Publisher :
ISBN 13 :
Total Pages : 1090 pages
Book Rating : 4.:/5 (319 download)
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1989 with total page 1090 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : American Mathematical Society
Publisher :
ISBN 13 :
Total Pages : 492 pages
Book Rating : 4.3/5 (91 download)
Download or read book Probability Theory Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Marjorie G. Hahn
Publisher : Springer Science & Business Media
ISBN 13 :
Total Pages : 438 pages
Book Rating : 4.3/5 (91 download)
Download or read book Sums, Trimmed Sums and Extremes written by Marjorie G. Hahn and published by Springer Science & Business Media. This book was released on 1991 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: The past decade has seen a resurgence of interest in the study of the asymp totic behavior of sums formed from an independent sequence of random variables. In particular, recent attention has focused on the interaction of the extreme summands with, and their influence upon, the sum. As ob served by many authors, the limit theory for sums can be meaningfully expanded far beyond the scope of the classical theory if an "intermediate" portion (i. e. , an unbounded number but a vanishingly small proportion) of the extreme summands in the sum are deleted or otherwise modified (''trimmed',). The role of the normal law is magnified in these intermediate trimmed theories in that most or all of the resulting limit laws involve variance-mixtures of normals. The objective of this volume is to present the main approaches to this study of intermediate trimmed sums which have been developed so far, and to illustrate the methods with a variety of new results. The presentation has been divided into two parts. Part I explores the approaches which have evolved from classical analytical techniques (condi tionin~, Fourier methods, symmetrization, triangular array theory). Part II is Msed on the quantile transform technique and utilizes weak and strong approximations to uniform empirical process. The analytic approaches of Part I are represented by five articles involving two groups of authors.
Author :
Publisher :
ISBN 13 :
Total Pages : 948 pages
Book Rating : 4.3/5 (91 download)
Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1999 with total page 948 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Author :
Publisher :
ISBN 13 :
Total Pages : 1852 pages
Book Rating : 4.X/5 (6 download)
Download or read book Mathematical Reviews written by and published by . This book was released on 2005 with total page 1852 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bruce E. Trumbo
Publisher :
ISBN 13 :
Total Pages : 582 pages
Book Rating : 4.3/5 (91 download)
Download or read book Cumulative Index to IMS Scientific Journals, 1960-1989 written by Bruce E. Trumbo and published by . This book was released on 1990 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Roman Vershynin
Publisher : Cambridge University Press
ISBN 13 : 1108415199
Total Pages : 299 pages
Book Rating : 4.1/5 (84 download)
Download or read book High-Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Author : Grigorios A. Pavliotis
Publisher : Springer
ISBN 13 : 1493913239
Total Pages : 339 pages
Book Rating : 4.4/5 (939 download)
Download or read book Stochastic Processes and Applications written by Grigorios A. Pavliotis and published by Springer. This book was released on 2014-11-19 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
