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Stationary Sequences And Random Fields
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Book Synopsis Stationary Sequences and Random Fields by : Murray Rosenblatt
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.
Book Synopsis Gaussian and Non-Gaussian Linear Time Series and Random Fields by : Murray Rosenblatt
Download or read book Gaussian and Non-Gaussian Linear Time Series and Random Fields written by Murray Rosenblatt and published by Springer Science & Business Media. This book was released on 2000 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. Intended as a text for gradutes in statistics, mathematics, engineering, the natural sciences and economics, the only recommendation is an initial background in probability theory and statistics. Notes on background, history and open problems are given at the end of the book.
Book Synopsis Independent and Stationary Sequences of Random Variables by : Ilʹdar Abdulovich Ibragimov
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:
Book Synopsis Random Fields and Geometry by : R. J. Adler
Download or read book Random Fields and Geometry written by R. J. Adler and published by Springer Science & Business Media. This book was released on 2009-01-29 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.
Book Synopsis Limit Theorems For Associated Random Fields And Related Systems by : Alexander Bulinski
Download or read book Limit Theorems For Associated Random Fields And Related Systems written by Alexander Bulinski and published by World Scientific. This book was released on 2007-09-05 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 Weakly Stationary Random Fields, Invariant Subspaces and Applications by : Vidyadhar S. Mandrekar
Download or read book Weakly Stationary Random Fields, Invariant Subspaces and Applications written by Vidyadhar S. Mandrekar and published by CRC Press. This book was released on 2017-11-20 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first book to examine weakly stationary random fields and their connections with invariant subspaces (an area associated with functional analysis). It reviews current literature, presents central issues and most important results within the area. For advanced Ph.D. students, researchers, especially those conducting research on Gaussian theory.
Book Synopsis Gaussian and Non-Gaussian Linear Time Series and Random Fields by : Murray Rosenblatt
Download or read book Gaussian and Non-Gaussian Linear Time Series 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 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. Intended as a text for gradutes in statistics, mathematics, engineering, the natural sciences and economics, the only recommendation is an initial background in probability theory and statistics. Notes on background, history and open problems are given at the end of the book.
Book Synopsis Extremes and Related Properties of Random Sequences and Processes by : M. R. Leadbetter
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.
Book Synopsis Extreme Values In Random Sequences by : Pavle Mladenović
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:
Book Synopsis Advances in Stochastic Inequalities by : Theodore Preston Hill
Download or read book Advances in Stochastic Inequalities written by Theodore Preston Hill and published by American Mathematical Soc.. This book was released on 1999 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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). This book includes articles that offer a comprehensive picture of this area of mathematical probability and statistics.
Book Synopsis Limit Theorems for Random Fields with Singular Spectrum by : Nikolai Leonenko
Download or read book Limit Theorems for Random Fields with Singular Spectrum written by Nikolai Leonenko and published by Springer Science & Business Media. This book was released on 1999-02-28 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. This book will be of interest to mathematicians who use random fields in engineering or other applications.
Book Synopsis Statistical Analysis of Random Fields by : A.A. Ivanov
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.
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 Probability Theory and Mathematical Statistics by : B. Grigelionis
Download or read book Probability Theory and Mathematical Statistics written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Probability Theory and Mathematical Statistics".
Book Synopsis Random Fields on a Network by : Xavier Guyon
Download or read book Random Fields on a Network written by Xavier Guyon and published by Springer Science & Business Media. This book was released on 1995-06-23 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of spatial models over lattices, or random fields as they are known, has developed significantly over recent years. This book provides a graduate-level introduction to the subject which assumes only a basic knowledge of probability and statistics, finite Markov chains, and the spectral theory of second-order processes. A particular strength of this book is its emphasis on examples - both to motivate the theory which is being developed, and to demonstrate the applications which range from statistical mechanics to image analysis and from statistics to stochastic algorithms.
Book Synopsis Stochastic Geometry, Spatial Statistics and Random Fields by : Evgeny Spodarev
Download or read book Stochastic Geometry, Spatial Statistics and Random Fields written by Evgeny Spodarev and published by Springer. This book was released on 2013-02-11 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic methods in geometric probability including weak and strong limit theorems for random spatial structures (point processes, sets, graphs, fields) with applications to statistics. Written as a contributed volume of lecture notes, it will be useful not only for students but also for lecturers and researchers interested in geometric probability and related subjects.
Book Synopsis Functional Gaussian Approximation for Dependent Structures by : Florence Merlevède
Download or read book Functional Gaussian Approximation for Dependent Structures written by Florence Merlevède and published by Oxford University Press. This book was released on 2019-02-14 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour of stochastic processes. Two approaches are taken. Firstly, the authors present tools for dealing with the dependent structures used to obtain normal approximations. Secondly, they apply normal approximations to various examples. The main tools consist of inequalities for dependent sequences of random variables, leading to limit theorems, including the functional central limit theorem and functional moderate deviation principle. The results point out large classes of dependent random variables which satisfy invariance principles, making possible the statistical study of data coming from stochastic processes both with short and long memory. The dependence structures considered throughout the book include the traditional mixing structures, martingale-like structures, and weakly negatively dependent structures, which link the notion of mixing to the notions of association and negative dependence. Several applications are carefully selected to exhibit the importance of the theoretical results. They include random walks in random scenery and determinantal processes. In addition, due to their importance in analysing new data in economics, linear processes with dependent innovations will also be considered and analysed.
