Download or read book Functional Central Limit Theorems for Stationary Random Fields written by Jérôme Dedecker and published by . This book was released on 1998 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.).
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.
Download or read book Central Limit Theorems for Associated Random Fields with Applications written by Tae-sung Kim and published by . This book was released on 1985 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: A functional central limit theorem for a strictly stationary associated random field in the general d-dimension case with an added moment condition is proven. Functional central limit theorems for associated random measures are also proven. More specifically, conditions are given that imply weak convergence in the Skorohod topology of a renormalized random measure to the d-dimensional Wiener process. These results are applied to show new functional central limit theorems for doubly stochastic point random fields and Poisson cluster random measures.
Download or read book Limit Theorems for Random Fields with Singular Spectrum written by Nicolai Leonenko and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 410 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. The first chapter treats basic concepts of the spectral theory of random fields, some important examples of random processes and fields with singular spectrum, and Tauberian and Abelian theorems for covariance function of long-memory random fields. Chapter 2 is devoted to limit theorems for spherical averages of nonlinear transformations of Gaussian and chi-square random fields. Chapter 3 summarises some limit theorems for geometric type functionals of random fields. Limit theorems for the solutions of Burgers' equation with random data via parabolic and hyperbolic rescaling are demonstrated in Chapter 4. Lastly, Chapter 5 deals with some problems for statistical analysis of random fields with singular spectrum. Audience: This book will be of interest to mathematicians who use random fields in engineering or other applications.
Download or read book Limit Theorems for Infinitely Divisible Random Fields written by Aurel Kleinerman and published by . This book was released on 1977 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Download or read book Limit Theorems and Some Applications in Statistical Physics written by Boris Nahapetian and published by Springer. This book was released on 1991-08 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Central Limit Theorem for the Volume of Excursion Sets of Stationary Random Fields written by Florian Timmermann and published by . This book was released on 2009 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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:
Download or read book Functional Central Limit Theorem for Stationary Processes written by Yutaka Kato and published by . This book was released on 1975 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems and Some Applications in Statistical Physics written by and published by Springer-Verlag. This book was released on 2013-04-17 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for Associated Random Fields and Related Systems written by Aleksandr Vadimovich Bulinskii 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.). Contents: Random Systems with Covariance Inequalities; Moment and Maximal Inequalities; Central Limit Theorem; Almost Sure Convergence; Invariance Principles; Law of the Iterated Logarithm; Statistical Applications; Integral Functionals. Readership: Researchers in modern probability and statistics, graduate students and academic staff of the universities.
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.
Download or read book Convex Functions and Orlicz Spaces written by Mark Aleksandrovich Krasnoselʹskiĭ and published by . This book was released on 1960 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Functional Central Limit Theorem and Its Bootstrap Analogue for Locally Stationary Processes with Application to Independence Testing written by Carina Beering and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Iterated Random Functions written by Persi Diaconis and published by . This book was released on 1998 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
