Inequalities and Extremal Problems in Probability and Statistics

Inequalities and Extremal Problems in Probability and Statistics PDF Author: Iosif Pinelis
Publisher: Academic Press
ISBN: 0128098929
Category : Mathematics
Languages : en
Pages : 200

Get Book Here

Book Description
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

Inequalities and Extremal Problems in Probability and Statistics

Inequalities and Extremal Problems in Probability and Statistics PDF Author: Iosif Pinelis
Publisher: Academic Press
ISBN: 0128098929
Category : Mathematics
Languages : en
Pages : 200

Get Book Here

Book Description
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

The Collected Works of Wassily Hoeffding

The Collected Works of Wassily Hoeffding PDF Author: Wassily Hoeffding
Publisher: Springer Science & Business Media
ISBN: 1461208653
Category : Mathematics
Languages : en
Pages : 653

Get Book Here

Book Description
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.

Contributions to Probability and Statistics

Contributions to Probability and Statistics PDF Author: Leon J. Gleser
Publisher: Springer Science & Business Media
ISBN: 1461236789
Category : Mathematics
Languages : en
Pages : 512

Get Book Here

Book Description
Published in honor of the sixty-fifth birthday of Professor Ingram Olkin of Stanford University. Part I contains a brief biography of Professor Olkin and an interview with him discussing his career and his research interests. Part II contains 32 technical papers written in Professor Olkin's honor by his collaborators, colleagues, and Ph.D. students. These original papers cover a wealth of topics in mathematical and applied statistics, including probability inequalities and characterizations, multivariate analysis and association, linear and nonlinear models, ranking and selection, experimental design, and approaches to statistical inference. The volume reflects the wide range of Professor Olkin's interests in and contributions to research in statistics, and provides an overview of new developments in these areas of research.

Analysis of Step-Stress Models

Analysis of Step-Stress Models PDF Author: Debasis Kundu
Publisher: Academic Press
ISBN: 0081012403
Category : Mathematics
Languages : en
Pages : 188

Get Book Here

Book Description
Analysis of Step-Stress Models: Existing Results and Some Recent Developments describes, in detail, the step-stress models and related topics that have received significant attention in the last few years. Although two books, Bagdonavicius and Nikulin (2001) and Nelson (1990), on general accelerated life testing models are available, no specific book is available on step-stress models. Due to the importance of this particular topic, Balakrishnan (2009) provided an excellent review for exponential step-stress models. The scope of this book is much more, providing the inferential issues for different probability models, both from the frequentist and Bayesian points-of-view. - Explains the different distributions of the Cumulative Exposure Mode - Covers many different models used for step-stress analysis - Discusses Step-stress life testing under the competing or complementary risk model

Stochastic Inequalities

Stochastic Inequalities PDF Author: Moshe Shaked
Publisher: IMS
ISBN: 9780940600294
Category : Mathematics
Languages : en
Pages : 434

Get Book Here

Book Description


Banach Spaces and their Applications in Analysis

Banach Spaces and their Applications in Analysis PDF Author: Beata Randrianantoanina
Publisher: Walter de Gruyter
ISBN: 3110918293
Category : Mathematics
Languages : en
Pages : 465

Get Book Here

Book Description
In recent years there has been a surge of profound new developments in various aspects of analysis whose connecting thread is the use of Banach space methods. Indeed, many problems seemingly far from the classical geometry of Banach spaces have been solved using Banach space techniques. This volume contains papers by participants of the conference "Banach Spaces and their Applications in Analysis", held in May 2006 at Miami University in Oxford, Ohio, in honor of Nigel Kalton's 60th birthday. In addition to research articles contributed by participants, the volume includes invited expository articles by principal speakers of the conference, who are leaders in their areas. These articles present overviews of new developments in each of the conference's main areas of emphasis, namely nonlinear theory, isomorphic theory of Banach spaces including connections with combinatorics and set theory, algebraic and homological methods in Banach spaces, approximation theory and algorithms in Banach spaces. This volume also contains an expository article about the deep and broad mathematical work of Nigel Kalton, written by his long time collaborator, Gilles Godefroy. Godefroy's article, and in fact the entire volume, illustrates the power and versatility of applications of Banach space methods and underlying connections between seemingly distant areas of analysis.

High Dimensional Probability II

High Dimensional Probability II PDF Author: Evarist Giné
Publisher: Springer Science & Business Media
ISBN: 1461213584
Category : Mathematics
Languages : en
Pages : 491

Get Book Here

Book Description
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.

High-Dimensional Probability

High-Dimensional Probability PDF Author: Roman Vershynin
Publisher: Cambridge University Press
ISBN: 1108415199
Category : Business & Economics
Languages : en
Pages : 299

Get Book Here

Book Description
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Concentration Inequalities

Concentration Inequalities PDF Author: Stéphane Boucheron
Publisher: Oxford University Press
ISBN: 0199535256
Category : Mathematics
Languages : en
Pages : 492

Get Book Here

Book Description
Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation arguments to information theory. Applications to the study of empirical processes, random projections, random matrix theory, and threshold phenomena are also presented.

Decoupling

Decoupling PDF Author: Victor de la Peña
Publisher: Springer Science & Business Media
ISBN: 0387986162
Category : Mathematics
Languages : en
Pages : 413

Get Book Here

Book Description
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.