Download or read book Rabi N Bhattacharya written by Manfred Denker and published by Birkhäuser. This book was released on 2016-06-30 with total page 717 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents some of the most influential papers published by Rabi N. Bhattacharya, along with commentaries from international experts, demonstrating his knowledge, insight, and influence in the field of probability and its applications. For more than three decades, Bhattacharya has made significant contributions in areas ranging from theoretical statistics via analytical probability theory, Markov processes, and random dynamics to applied topics in statistics, economics, and geophysics. Selected reprints of Bhattacharya’s papers are divided into three sections: Modes of Approximation, Large Times for Markov Processes, and Stochastic Foundations in Applied Sciences. The accompanying articles by the contributing authors not only help to position his work in the context of other achievements, but also provide a unique assessment of the state of their individual fields, both historically and for the next generation of researchers. Rabi N. Bhattacharya: Selected Papers will be a valuable resource for young researchers entering the diverse areas of study to which Bhattacharya has contributed. Established researchers will also appreciate this work as an account of both past and present developments and challenges for the future.
Download or read book Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability written by Lucien Marie Le Cam and published by Univ of California Press. This book was released on 1972 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stable Convergence and Stable Limit Theorems written by Erich Häusler and published by Springer. This book was released on 2015-06-09 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept. Stable convergence holds in many limit theorems of probability theory and statistics – such as the classical central limit theorem – which are usually formulated in terms of convergence in distribution. Originated by Alfred Rényi, the notion of stable convergence is stronger than the classical weak convergence of probability measures. A variety of methods is described which can be used to establish this stronger stable convergence in many limit theorems which were originally formulated only in terms of weak convergence. Naturally, these stronger limit theorems have new and stronger consequences which should not be missed by neglecting the notion of stable convergence. The presentation will be accessible to researchers and advanced students at the master's level with a solid knowledge of measure theoretic probability.
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.
Download or read book Normal Approximation written by Vladimir V. Senatov and published by Walter de Gruyter. This book was released on 2011-09-08 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Download or read book Technical Report written by and published by . This book was released on 1970 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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".
Download or read book One Dimensional Empirical Measures Order Statistics and Kantorovich Transport Distances written by Sergey Bobkov and published by American Mathematical Soc.. This book was released on 2019-12-02 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work is devoted to the study of rates of convergence of the empirical measures μn=1n∑nk=1δXk, n≥1, over a sample (Xk)k≥1 of independent identically distributed real-valued random variables towards the common distribution μ in Kantorovich transport distances Wp. The focus is on finite range bounds on the expected Kantorovich distances E(Wp(μn,μ)) or [E(Wpp(μn,μ))]1/p in terms of moments and analytic conditions on the measure μ and its distribution function. The study describes a variety of rates, from the standard one 1n√ to slower rates, and both lower and upper-bounds on E(Wp(μn,μ)) for fixed n in various instances. Order statistics, reduction to uniform samples and analysis of beta distributions, inverse distribution functions, log-concavity are main tools in the investigation. Two detailed appendices collect classical and some new facts on inverse distribution functions and beta distributions and their densities necessary to the investigation.
Download or read book One dimensional Stable Distributions written by V. M. Zolotarev and published by American Mathematical Soc.. This book was released on 1986-06-30 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book specifically devoted to a systematic exposition of the essential facts known about the properties of stable distributions. In addition to its main focus on the analytic properties of stable laws, the book also includes examples of the occurrence of stable distributions in applied problems and a chapter on the problem of statistical estimation of the parameters determining stable laws. A valuable feature of the book is the author's use of several formally different ways of expressing characteristic functions corresponding to these laws.
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.
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Large Deviations and Asymptotic Methods in Finance written by Peter K. Friz and published by Springer. This book was released on 2015-06-16 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts. Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour. Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.
Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.
Download or read book Stein s Method and Applications written by A. D. Barbour and published by World Scientific. This book was released on 2005 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the method, but it is still a highly active field of research, with many outstanding problems, both theoretical and in applications. This volume, the proceedings of a workshop held in honour of Charles Stein in Singapore, August 1983, contains contributions from many of the mathematicians at the forefront of this effort. It provides a cross-section of the work currently being undertaken, with many pointers to future directions. The papers in the collection include applications to the study of random binary search trees, Brownian motion on manifolds, Monte-Carlo integration, Edgeworth expansions, regenerative phenomena, the geometry of random point sets, and random matrices.
Download or read book Uniform Central Limit Theorems written by R. M. Dudley and published by Cambridge University Press. This book was released on 2014-02-24 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: This expanded edition of the classic work on empirical processes now boasts several new proved theorems not in the first.
Download or read book XIII Symposium on Probability and Stochastic Processes written by Sergio I. López and published by Springer Nature. This book was released on 2020-10-16 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume features a collection of contributed articles and lecture notes from the XIII Symposium on Probability and Stochastic Processes, held at UNAM, Mexico, in December 2017. It is split into two main parts: the first one presents lecture notes of the course provided by Mauricio Duarte, followed by its second part which contains research contributions of some of the participants.
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.
