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Limit Theorems In Probability Statistics And Number Theory
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Book Synopsis Limit Theorems of Probability Theory by : Yu.V. Prokhorov
Download or read book Limit Theorems of Probability Theory written by Yu.V. Prokhorov and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.
Book Synopsis Limit Theorems in Probability, Statistics and Number Theory by : Peter Eichelsbacher
Download or read book Limit Theorems in Probability, Statistics and Number Theory written by Peter Eichelsbacher and published by Springer Science & Business Media. This book was released on 2013-04-23 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: Limit theorems and asymptotic results form a central topic in probability theory and mathematical statistics. New and non-classical limit theorems have been discovered for processes in random environments, especially in connection with random matrix theory and free probability. These questions and the techniques for answering them combine asymptotic enumerative combinatorics, particle systems and approximation theory, and are important for new approaches in geometric and metric number theory as well. Thus, the contributions in this book include a wide range of applications with surprising connections ranging from longest common subsequences for words, permutation groups, random matrices and free probability to entropy problems and metric number theory. The book is the product of a conference that took place in August 2011 in Bielefeld, Germany to celebrate the 60th birthday of Friedrich Götze, a noted expert in this field.
Book Synopsis Probabilistic Number Theory II by : P.D.T.A. Elliott
Download or read book Probabilistic Number Theory II written by P.D.T.A. Elliott and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this volume we study the value distribution of arithmetic functions, allowing unbounded renormalisations. The methods involve a synthesis of Probability and Number Theory; sums of independent infinitesimal random variables playing an important role. A central problem is to decide when an additive arithmetic function fin) admits a renormalisation by real functions a(x) and {3(x) > 0 so that asx ~ 00 the frequencies vx(n;f (n) - a(x) :s;; z {3 (x) ) converge weakly; (see Notation). In contrast to volume one we allow {3(x) to become unbounded with x. In particular, we investigate to what extent one can simulate the behaviour of additive arithmetic functions by that of sums of suit ably defined independent random variables. This fruiful point of view was intro duced in a 1939 paper of Erdos and Kac. We obtain their (now classical) result in Chapter 12. Subsequent methods involve both Fourier analysis on the line, and the appli cation of Dirichlet series. Many additional topics are considered. We mention only: a problem of Hardy and Ramanujan; local properties of additive arithmetic functions; the rate of convergence of certain arithmetic frequencies to the normal law; the arithmetic simulation of all stable laws. As in Volume I the historical background of various results is discussed, forming an integral part of the text. In Chapters 12 and 19 these considerations are quite extensive, and an author often speaks for himself.
Book Synopsis A History of the Central Limit Theorem by : Hans Fischer
Download or read book A History of the Central Limit Theorem written by Hans Fischer and published by Springer Science & Business Media. This book was released on 2010-10-08 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.
Book Synopsis Probability: The Classical Limit Theorems by : Henry McKean
Download or read book Probability: The Classical Limit Theorems written by Henry McKean and published by Cambridge University Press. This book was released on 2014-11-27 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: A leading authority sheds light on a variety of interesting topics in which probability theory plays a key role.
Book Synopsis The Life and Times of the Central Limit Theorem by : William J. Adams
Download or read book The Life and Times of the Central Limit Theorem written by William J. Adams and published by American Mathematical Soc.. This book was released on 2009-11-25 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: About the First Edition: The study of any topic becomes more meaningful if one also studies the historical development that resulted in the final theorem. ... This is an excellent book on mathematics in the making. --Philip Peak, The Mathematics Teacher, May, 1975 I find the book very interesting. It contains valuable information and useful references. It can be recommended not only to historians of science and mathematics but also to students of probability and statistics. --Wei-Ching Chang, Historica Mathematica, August, 1976 In the months since I wrote ... I have read it from cover to cover at least once and perused it here and there a number of times. I still find it a very interesting and worthwhile contribution to the history of probability and statistics. --Churchill Eisenhart, past president of the American Statistical Association, in a letter to the author, February 3, 1975 The name Central Limit Theorem covers a wide variety of results involving the determination of necessary and sufficient conditions under which sums of independent random variables, suitably standardized, have cumulative distribution functions close to the Gaussian distribution. As the name Central Limit Theorem suggests, it is a centerpiece of probability theory which also carries over to statistics. Part One of The Life and Times of the Central Limit Theorem, Second Edition traces its fascinating history from seeds sown by Jacob Bernoulli to use of integrals of $\exp (x^2)$ as an approximation tool, the development of the theory of errors of observation, problems in mathematical astronomy, the emergence of the hypothesis of elementary errors, the fundamental work of Laplace, and the emergence of an abstract Central Limit Theorem through the work of Chebyshev, Markov and Lyapunov. This closes the classical period of the life of the Central Limit Theorem, 1713-1901. The second part of the book includes papers by Feller and Le Cam, as well as comments by Doob, Trotter, and Pollard, describing the modern history of the Central Limit Theorem (1920-1937), in particular through contributions of Lindeberg, Cramer, Levy, and Feller. The Appendix to the book contains four fundamental papers by Lyapunov on the Central Limit Theorem, made available in English for the first time.
Book Synopsis Mathematical Statistics and Limit Theorems by : Marc Hallin
Download or read book Mathematical Statistics and Limit Theorems written by Marc Hallin and published by Springer. This book was released on 2015-04-07 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field. Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.
Book Synopsis Limit Theorems for Associated Random Fields and Related Systems by : Aleksandr Vadimovich Bulinski?
Download or read book Limit Theorems for Associated Random Fields and Related Systems written by Aleksandr Vadimovich Bulinski? and published by World Scientific. This book was released on 2007 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).
Book Synopsis Uniform Central Limit Theorems by : R. M. Dudley
Download or read book Uniform Central Limit Theorems written by R. M. Dudley and published by Cambridge University Press. This book was released on 1999-07-28 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: This treatise by an acknowledged expert includes several topics not found in any previous book.
Book Synopsis Limit Theorems in Probability and Statistics by : I. Berkes
Download or read book Limit Theorems in Probability and Statistics written by I. Berkes and published by North Holland. This book was released on 1990 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probability written by Rick Durrett and published by Cambridge University Press. This book was released on 2010-08-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Book Synopsis Some Limit Theorems in Statistics by : R. R. Bahadur
Download or read book Some Limit Theorems in Statistics written by R. R. Bahadur and published by SIAM. This book was released on 1971-01-01 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: A discussion of some topics in the theory of large deviations such as moment-generating functions and Chernoff's theorem, and of aspects of estimation and testing in large samples, such as exact slopes of test statistics.
Book Synopsis Heads or Tails by : Emmanuel Lesigne
Download or read book Heads or Tails written by Emmanuel Lesigne and published by American Mathematical Soc.. This book was released on 2005 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: Everyone knows some of the basics of probability, perhaps enough to play cards. Beyond the introductory ideas, there are many wonderful results that are unfamiliar to the layman, but which are well within our grasp to understand and appreciate. Some of the most remarkable results in probability are those that are related to limit theorems--statements about what happens when the trial is repeated many times. The most famous of these is the Law of Large Numbers, which mathematicians,engineers, economists, and many others use every day. In this book, Lesigne has made these limit theorems accessible by stating everything in terms of a game of tossing of a coin: heads or tails. In this way, the analysis becomes much clearer, helping establish the reader's intuition aboutprobability. Moreover, very little generality is lost, as many situations can be modelled from combinations of coin tosses. This book is suitable for anyone who would like to learn more about mathematical probability and has had a one-year undergraduate course in analysis.
Book Synopsis Information Theory and the Central Limit Theorem by : Oliver Thomas Johnson
Download or read book Information Theory and the Central Limit Theorem written by Oliver Thomas Johnson and published by World Scientific. This book was released on 2004 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive description of a new method of proving the central limit theorem, through the use of apparently unrelated results from information theory. It gives a basic introduction to the concepts of entropy and Fisher information, and collects together standard results concerning their behaviour. It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
Book Synopsis Martingale Limit Theory and Its Application by : P. Hall
Download or read book Martingale Limit Theory and Its Application written by P. Hall and published by Academic Press. This book was released on 2014-07-10 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.
Book Synopsis Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions by : A. A. Sveshnikov
Download or read book Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions written by A. A. Sveshnikov and published by Courier Corporation. This book was released on 2012-04-30 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.
Book Synopsis Random Summation by : Boris V. Gnedenko
Download or read book Random Summation written by Boris V. Gnedenko and published by CRC Press. This book was released on 2020-07-24 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the asymptotic theory of random summation, combining a strict exposition of the foundations of this theory and recent results. It also includes a description of its applications to solving practical problems in hardware and software reliability, insurance, finance, and more. The authors show how practice interacts with theory, and how new mathematical formulations of problems appear and develop. Attention is mainly focused on transfer theorems, description of the classes of limit laws, and criteria for convergence of distributions of sums for a random number of random variables. Theoretical background is given for the choice of approximations for the distribution of stock prices or surplus processes. General mathematical theory of reliability growth of modified systems, including software, is presented. Special sections deal with doubling with repair, rarefaction of renewal processes, limit theorems for supercritical Galton-Watson processes, information properties of probability distributions, and asymptotic behavior of doubly stochastic Poisson processes. Random Summation: Limit Theorems and Applications will be of use to specialists and students in probability theory, mathematical statistics, and stochastic processes, as well as to financial mathematicians, actuaries, and to engineers desiring to improve probability models for solving practical problems and for finding new approaches to the construction of mathematical models.
