Download or read book U Statistics in Banach Spaces written by Yu. V. Borovskikh and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "U-Statistics in Banach Spaces".
Download or read book Theory of U Statistics written by Vladimir S. Korolyuk and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of U-statistics goes back to the fundamental work of Hoeffding [1], in which he proved the central limit theorem. During last forty years the interest to this class of random variables has been permanently increasing, and thus, the new intensively developing branch of probability theory has been formed. The U-statistics are one of the universal objects of the modem probability theory of summation. On the one hand, they are more complicated "algebraically" than sums of independent random variables and vectors, and on the other hand, they contain essential elements of dependence which display themselves in the martingale properties. In addition, the U -statistics as an object of mathematical statistics occupy one of the central places in statistical problems. The development of the theory of U-statistics is stipulated by the influence of the classical theory of summation of independent random variables: The law of large num bers, central limit theorem, invariance principle, and the law of the iterated logarithm we re proved, the estimates of convergence rate were obtained, etc.
Download or read book Probability Theory and Mathematical Statistics Vol 2 written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "PROB. TH. MATH. ST. ( GRIGELIONIS) VOL. 2 PROC.5/1989 E-BOOK".
Download or read book High Dimensional Probability III written by Joergen Hoffmann-Joergensen and published by Birkhäuser. This book was released on 2012-12-06 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: The title High Dimensional Probability is used to describe the many tributaries of research on Gaussian processes and probability in Banach spaces that started in the early 1970s. Many of the problems that motivated researchers at that time were solved. But the powerful new tools created for their solution turned out to be applicable to other important areas of probability. They led to significant advances in the study of empirical processes and other topics in theoretical statistics and to a new approach to the study of aspects of Lévy processes and Markov processes in general. The papers in this book reflect these broad categories. The volume thus will be a valuable resource for postgraduates and reseachers in probability theory and mathematical statistics.
Download or read book Large Deviations written by Jean-Dominique Deuschel and published by American Mathematical Soc.. This book was released on 2001 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987. They form an introduction to the basic ideas of the theory of large deviations and make a suitable package on which to base a semester-length course for advanced graduate students with a strong background in analysis and some probability theory. A large selection of exercises presents important material and many applications. The last two chapters present various non-uniform results (Chapter 5) and outline the analytic approach that allows one to test and compare techniques used in previous chapters (Chapter 6).
Download or read book Large Deviations written by Frank Hollander and published by American Mathematical Soc.. This book was released on 2000 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.
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 Synergies of Soft Computing and Statistics for Intelligent Data Analysis written by Rudolf Kruse and published by Springer Science & Business Media. This book was released on 2012-09-07 with total page 555 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years there has been a growing interest to extend classical methods for data analysis. The aim is to allow a more flexible modeling of phenomena such as uncertainty, imprecision or ignorance. Such extensions of classical probability theory and statistics are useful in many real-life situations, since uncertainties in data are not only present in the form of randomness --- various types of incomplete or subjective information have to be handled. About twelve years ago the idea of strengthening the dialogue between the various research communities in the field of data analysis was born and resulted in the International Conference Series on Soft Methods in Probability and Statistics (SMPS). This book gathers contributions presented at the SMPS'2012 held in Konstanz, Germany. Its aim is to present recent results illustrating new trends in intelligent data analysis. It gives a comprehensive overview of current research into the fusion of soft computing methods with probability and statistics. Synergies of both fields might improve intelligent data analysis methods in terms of robustness to noise and applicability to larger datasets, while being able to efficiently obtain understandable solutions of real-world problems.
Download or read book Annales de L I H P written by and published by . This book was released on 2002 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Festschrift for Lucien Le Cam written by David Pollard and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contributed in honour of Lucien Le Cam on the occasion of his 70th birthday, the papers reflect the immense influence that his work has had on modern statistics. They include discussions of his seminal ideas, historical perspectives, and contributions to current research - spanning two centuries with a new translation of a paper of Daniel Bernoulli. The volume begins with a paper by Aalen, which describes Le Cams role in the founding of the martingale analysis of point processes, and ends with one by Yu, exploring the position of just one of Le Cams ideas in modern semiparametric theory. The other 27 papers touch on areas such as local asymptotic normality, contiguity, efficiency, admissibility, minimaxity, empirical process theory, and biological medical, and meteorological applications - where Le Cams insights have laid the foundations for new theories.
Download or read book Analysis and Approximation of Rare Events written by Amarjit Budhiraja and published by Springer. This book was released on 2019-08-10 with total page 577 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations. These features are illustrated though their application to a broad range of discrete and continuous time models, including stochastic partial differential equations, processes with discontinuous statistics, occupancy models, and many others. The tools used in the large deviation analysis also turn out to be useful in understanding Monte Carlo schemes for the numerical approximation of the same probabilities and expected values. This connection is illustrated through the design and analysis of importance sampling and splitting schemes for rare event estimation. The book assumes a solid background in weak convergence of probability measures and stochastic analysis, and is suitable for advanced graduate students, postdocs and researchers.
Download or read book Stochastic Inequalities and Applications written by Evariste Giné and published by Birkhäuser. This book was released on 2012-12-06 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.
Download or read book Large Deviations for Stochastic Processes written by Jin Feng and published by American Mathematical Soc.. This book was released on 2015-02-03 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are derived for a class of Hamilton-Jacobi equations in Hilbert spaces and in spaces of probability measures.
Download or read book Issues in Calculus Mathematical Analysis and Nonlinear Research 2011 Edition written by and published by ScholarlyEditions. This book was released on 2012-01-09 with total page 743 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Calculus, Mathematical Analysis, and Nonlinear Research. The editors have built Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Calculus, Mathematical Analysis, and Nonlinear Research in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.
Download or read book Mathematical Reviews written by and published by . This book was released on 2004 with total page 974 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probability Theory and Mathematical Statistics Vol 1 written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "GRIGELIONIS: PROCEEDINGS OF THE FIFTH VILNIUS CONFERE E-BOOK".
Download or read book Markov Processes and Related Fields written by and published by . This book was released on 2001 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt:
