Download or read book Probability Inequalities written by Zhengyan Lin and published by Springer Science & Business Media. This book was released on 2011-05-30 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inequality has become an essential tool in many areas of mathematical research, for example in probability and statistics where it is frequently used in the proofs. "Probability Inequalities" covers inequalities related with events, distribution functions, characteristic functions, moments and random variables (elements) and their sum. The book shall serve as a useful tool and reference for scientists in the areas of probability and statistics, and applied mathematics. Prof. Zhengyan Lin is a fellow of the Institute of Mathematical Statistics and currently a professor at Zhejiang University, Hangzhou, China. He is the prize winner of National Natural Science Award of China in 1997. Prof. Zhidong Bai is a fellow of TWAS and the Institute of Mathematical Statistics; he is a professor at the National University of Singapore and Northeast Normal University, Changchun, China.
Download or read book Inequalities in Statistics and Probability written by Yung Liang Tong and published by IMS. This book was released on 1984 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Collected Works of Wassily Hoeffding written by Wassily Hoeffding and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 653 pages. Available in PDF, EPUB and Kindle. Book excerpt: It has been a rare privilege to assemble this volume of Wassily Hoeffding's Collected Works. Wassily was, variously, a teacher, supervisor and colleague to us, and his work has had a profound influence on our own. Yet this would not be sufficient reason to publish his collected works. The additional and overwhelmingly compelling justification comes from the fun damental nature of his contributions to Statistics and Probability. Not only were his ideas original, and far-reaching in their implications; Wassily de veloped them so completely and elegantly in his papers that they are still cited as prime references up to half a century later. However, three of his earliest papers are cited rarely, if ever. These include material from his doctoral dissertation. They were written in German, and two of them were published in relatively obscure series. Rather than reprint the original articles, we have chosen to have them translated into English. These trans lations appear in this book, making Wassily's earliest research available to a wide audience for the first time. All other articles (including those of his contributions to Mathematical Reviews which go beyond a simple reporting of contents of articles) have been reproduced as they appeared, together with annotations and corrections made by Wassily on some private copies of his papers. Preceding these articles are three review papers which dis cuss the . impact of his work in some of the areas where he made major contributions.
Download or read book Advances in Inequalities from Probability Theory and Statistics written by Neil S. Barnett and published by Nova Publishers. This book was released on 2008 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first in a series of research monographs that focus on the research, development and use of inequalities in probability and statistics. All of the papers have been peer refereed and this first edition covers a range of topics that include both survey material of published work as well as new results appearing in print for the first time.
Download or read book Probability Inequalities in Multivariate Distributions written by Y. L. Tong and published by Academic Press. This book was released on 2014-07-10 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability Inequalities in Multivariate Distributions is a comprehensive treatment of probability inequalities in multivariate distributions, balancing the treatment between theory and applications. The book is concerned only with those inequalities that are of types T1-T5. The conditions for such inequalities range from very specific to very general. Comprised of eight chapters, this volume begins by presenting a classification of probability inequalities, followed by a discussion on inequalities for multivariate normal distribution as well as their dependence on correlation coefficients. The reader is then introduced to inequalities for other well-known distributions, including the multivariate distributions of t, chi-square, and F; inequalities for a class of symmetric unimodal distributions and for a certain class of random variables that are positively dependent by association or by mixture; and inequalities obtainable through the mathematical tool of majorization and weak majorization. The book also describes some distribution-free inequalities before concluding with an overview of their applications in simultaneous confidence regions, hypothesis testing, multiple decision problems, and reliability and life testing. This monograph is intended for mathematicians, statisticians, students, and those who are primarily interested in inequalities.
Download or read book Inequalities in Statistics and Probability written by Institute of Mathematical Statistics and published by . This book was released on with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Inequalities in Statistics and Probability written by and published by . This book was released on 2008* with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
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.
Download or read book Inequalities and Extremal Problems in Probability and Statistics written by Iosif Pinelis and published by Academic Press. This book was released on 2017-05-10 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathematics, the sciences, and engineering. The book enables the reader to grasp the importance of inequalities and how they relate to probability and statistics. This will be an extremely useful book for researchers and graduate students in probability, statistics, and econometrics, as well as specialists working across sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks. Teaches users how to understand useful inequalities Applicable across mathematics, sciences, and engineering Presented by a team of leading experts
Download or read book Probability and Statistics written by Michael J. Evans and published by Macmillan. This book was released on 2004 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike traditional introductory math/stat textbooks, Probability and Statistics: The Science of Uncertainty brings a modern flavor based on incorporating the computer to the course and an integrated approach to inference. From the start the book integrates simulations into its theoretical coverage, and emphasizes the use of computer-powered computation throughout.* Math and science majors with just one year of calculus can use this text and experience a refreshing blend of applications and theory that goes beyond merely mastering the technicalities. They'll get a thorough grounding in probability theory, and go beyond that to the theory of statistical inference and its applications. An integrated approach to inference is presented that includes the frequency approach as well as Bayesian methodology. Bayesian inference is developed as a logical extension of likelihood methods. A separate chapter is devoted to the important topic of model checking and this is applied in the context of the standard applied statistical techniques. Examples of data analyses using real-world data are presented throughout the text. A final chapter introduces a number of the most important stochastic process models using elementary methods. *Note: An appendix in the book contains Minitab code for more involved computations. The code can be used by students as templates for their own calculations. If a software package like Minitab is used with the course then no programming is required by the students.
Download or read book Solutions in Statistics and Probability written by Edward J. Dudewicz and published by . This book was released on 1993 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book High Dimensional Probability II written by Evarist Giné and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: High dimensional probability, in the sense that encompasses the topics rep resented in this volume, began about thirty years ago with research in two related areas: limit theorems for sums of independent Banach space valued random vectors and general Gaussian processes. An important feature in these past research studies has been the fact that they highlighted the es sential probabilistic nature of the problems considered. In part, this was because, by working on a general Banach space, one had to discard the extra, and often extraneous, structure imposed by random variables taking values in a Euclidean space, or by processes being indexed by sets in R or Rd. Doing this led to striking advances, particularly in Gaussian process theory. It also led to the creation or introduction of powerful new tools, such as randomization, decoupling, moment and exponential inequalities, chaining, isoperimetry and concentration of measure, which apply to areas well beyond those for which they were created. The general theory of em pirical processes, with its vast applications in statistics, the study of local times of Markov processes, certain problems in harmonic analysis, and the general theory of stochastic processes are just several of the broad areas in which Gaussian process techniques and techniques from probability in Banach spaces have made a substantial impact. Parallel to this work on probability in Banach spaces, classical proba bility and empirical process theory were enriched by the development of powerful results in strong approximations.
Download or read book Decoupling written by Victor de la Peña and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: A friendly and systematic introduction to the theory and applications. The book begins with the sums of independent random variables and vectors, with maximal inequalities and sharp estimates on moments, which are later used to develop and interpret decoupling inequalities. Decoupling is first introduced as it applies to randomly stopped processes and unbiased estimation. The authors then proceed with the theory of decoupling in full generality, paying special attention to comparison and interplay between martingale and decoupling theory, and to applications. These include limit theorems, moment and exponential inequalities for martingales and more general dependence structures, biostatistical implications, and moment convergence in Anscombe's theorem and Wald's equation for U--statistics. Addressed to researchers in probability and statistics and to graduates, the expositon is at the level of a second graduate probability course, with a good portion of the material fit for use in a first year course.
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.
Download or read book Inequalities in Analysis and Probability written by Odile Pons and published by World Scientific. This book was released on 2012-11-29 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of the new results are presented in great detail. Contents:PreliminariesInequalities for Means and IntegralsAnalytic InequalitiesInequalities for MartingalesFunctional InequalitiesInequalities for ProcessesInequalities in Complex SpacesAppendix A: Probability Readership: Graduate students and researchers in probability and integration theory. Keywords:Probability;Empirical Processes;General Mathematics Key Features:It covers different domains from existing booksIt gathers inequalities from several domains of the mathematics which are not generally presented togetherReviews: "The strongest part of the book is the discussion in Chapter 4 of martingale inequalities, mainly various versions of the Burkholder-Davis-Gundy inequality." Mathematical Reviews
Download or read book Introduction to Probability Statistics and Random Processes written by Hossein Pishro-Nik and published by . This book was released on 2014-08-15 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.
Download or read book Inequalities in Analysis and Probability written by Odile Pons and published by World Scientific. This book was released on 2012 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of the new results are presented in great detail.
