Selected Topics in Characteristic Functions PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Selected Topics in Characteristic Functions PDF full book. Access full book title Selected Topics in Characteristic Functions by Nikolai G. Ushakov. Download full books in PDF and EPUB format.
Author: Nikolai G. Ushakov
Publisher: Walter de Gruyter
ISBN: 3110935988
Category : Mathematics
Languages : en
Pages : 369
Get Book Here
Book Description
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.
Author: Nikolai G. Ushakov
Publisher: Walter de Gruyter
ISBN: 3110935988
Category : Mathematics
Languages : en
Pages : 369
Get Book Here
Book Description
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.
Author: Torben Maack Bisgaard
Publisher: Nova Publishers
ISBN: 9781560728603
Category : Mathematics
Languages : en
Pages : 152
Get Book Here
Book Description
This book contains basic information on characteristic functions and moment sequences that is frequently used in probability theory. Characteristic functions and moment sequences are viewed as special cases of positive definite functions. Positive definite functions occur in diverse parts of mathematics, e.g. in operator theory, moment problems, complex function theory, embedding problems, integral equations, and other areas. However, the area of mathematics in which the largest number of people use positive definite functions (some without knowing it) seems to be that of probability theory.
Author: E. Lukacs
Publisher: Oxford University Press
ISBN: 9780195205787
Category :
Languages : en
Pages : 360
Get Book Here
Book Description
This volume studies characteristic functions--which play an essential role in probability and statistics-- for their intrinsic, mathematical interest.
Author: Zoltán Sasvári
Publisher: Walter de Gruyter
ISBN: 3110223996
Category : Mathematics
Languages : en
Pages : 376
Get Book Here
Book Description
In a certain sense characteristic functions and correlation functions are the same, the common underlying concept is positive definiteness. Many results in probability theory, mathematical statistics and stochastic processes can be derived by using these functions. While there are books on characteristic functions of one variable, books devoting some sections to the multivariate case, and books treating the general case of locally compact groups, interestingly there is no book devoted entirely to the multidimensional case which is extremely important for applications. This book is intended to fill this gap at least partially. It makes the basic concepts and results on multivariate characteristic and correlation functions easily accessible to both students and researchers in a comprehensive manner. The first chapter presents basic results and should be read carefully since it is essential for the understanding of the subsequent chapters. The second chapter is devoted to correlation functions, their applications to stationary processes and some connections to harmonic analysis. In Chapter 3 we deal with several special properties, Chapter 4 is devoted to the extension problem while Chapter 5 contains a few applications. A relatively large appendix comprises topics like infinite products, functional equations, special functions or compact operators.
Author: Daniel Alpay
Publisher: Springer Science & Business Media
ISBN: 3034601832
Category : Mathematics
Languages : en
Pages : 393
Get Book Here
Book Description
Transfer functions and characteristic functions proved to be key in operator theory and system theory. Moshe Livic played a major role in developing these functions, and this book of papers dedicated to his memory covers a wide variety of topics in the field.
Author: Jean Jacod
Publisher: Springer Science & Business Media
ISBN: 3642556825
Category : Mathematics
Languages : en
Pages : 247
Get Book Here
Book Description
This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference.
Author: Ionut Florescu
Publisher: John Wiley & Sons
ISBN: 111859309X
Category : Mathematics
Languages : en
Pages : 347
Get Book Here
Book Description
THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE UNDERSTANDING OF PROBABILITY Written in a clear, accessible, and comprehensive manner, the Handbook of Probability presents the fundamentals of probability with an emphasis on the balance of theory, application, and methodology. Utilizing basic examples throughout, the handbook expertly transitions between concepts and practice to allow readers an inclusive introduction to the field of probability. The book provides a useful format with self-contained chapters, allowing the reader easy and quick reference. Each chapter includes an introduction, historical background, theory and applications, algorithms, and exercises. The Handbook of Probability offers coverage of: Probability Space Probability Measure Random Variables Random Vectors in Rn Characteristic Function Moment Generating Function Gaussian Random Vectors Convergence Types Limit Theorems The Handbook of Probability is an ideal resource for researchers and practitioners in numerous fields, such as mathematics, statistics, operations research, engineering, medicine, and finance, as well as a useful text for graduate students.
Author: Alan F. Karr
Publisher:
ISBN: 9781461208921
Category :
Languages : en
Pages : 308
Get Book Here
Book Description
Author: Herman J. Bierens
Publisher: Cambridge University Press
ISBN: 9780521542241
Category : Business & Economics
Languages : en
Pages : 356
Get Book Here
Book Description
This book is intended for use in a rigorous introductory PhD level course in econometrics.
Author: Marco Taboga
Publisher: Createspace Independent Publishing Platform
ISBN: 9781981369195
Category : Mathematical statistics
Languages : en
Pages : 670
Get Book Here
Book Description
The book is a collection of 80 short and self-contained lectures covering most of the topics that are usually taught in intermediate courses in probability theory and mathematical statistics. There are hundreds of examples, solved exercises and detailed derivations of important results. The step-by-step approach makes the book easy to understand and ideal for self-study. One of the main aims of the book is to be a time saver: it contains several results and proofs, especially on probability distributions, that are hard to find in standard references and are scattered here and there in more specialistic books. The topics covered by the book are as follows. PART 1 - MATHEMATICAL TOOLS: set theory, permutations, combinations, partitions, sequences and limits, review of differentiation and integration rules, the Gamma and Beta functions. PART 2 - FUNDAMENTALS OF PROBABILITY: events, probability, independence, conditional probability, Bayes' rule, random variables and random vectors, expected value, variance, covariance, correlation, covariance matrix, conditional distributions and conditional expectation, independent variables, indicator functions. PART 3 - ADDITIONAL TOPICS IN PROBABILITY THEORY: probabilistic inequalities, construction of probability distributions, transformations of probability distributions, moments and cross-moments, moment generating functions, characteristic functions. PART 4 - PROBABILITY DISTRIBUTIONS: Bernoulli, binomial, Poisson, uniform, exponential, normal, Chi-square, Gamma, Student's t, F, multinomial, multivariate normal, multivariate Student's t, Wishart. PART 5 - MORE DETAILS ABOUT THE NORMAL DISTRIBUTION: linear combinations, quadratic forms, partitions. PART 6 - ASYMPTOTIC THEORY: sequences of random vectors and random variables, pointwise convergence, almost sure convergence, convergence in probability, mean-square convergence, convergence in distribution, relations between modes of convergence, Laws of Large Numbers, Central Limit Theorems, Continuous Mapping Theorem, Slutsky's Theorem. PART 7 - FUNDAMENTALS OF STATISTICS: statistical inference, point estimation, set estimation, hypothesis testing, statistical inferences about the mean, statistical inferences about the variance.
