Author: R. R. Bahadur
Publisher: SIAM
ISBN: 0898711754
Category : Mathematics
Languages : en
Pages : 48

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Book Description
A discussion of topics in the theory of large deviations and of aspects of estimation and testing in large samples.

Author: R. R. Bahadur
Publisher: SIAM
ISBN: 9781611970630
Category : Mathematics
Languages : en
Pages : 48

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Book Description
A discussion of some topics in the theory of large deviations such as moment-generating functions and Chernoff's theorem, and of aspects of estimation and testing in large samples, such as exact slopes of test statistics.

Author: Marc Hallin
Publisher: Springer
ISBN: 3319124420
Category : Mathematics
Languages : en
Pages : 326

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Book Description
This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field. Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.

Author: Yu.V. Prokhorov
Publisher: Springer Science & Business Media
ISBN: 3662041723
Category : Mathematics
Languages : en
Pages : 280

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Book Description
A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.

Author: Barbara Illowsky
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 2106

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Book Description
Introductory Statistics 2e provides an engaging, practical, and thorough overview of the core concepts and skills taught in most one-semester statistics courses. The text focuses on diverse applications from a variety of fields and societal contexts, including business, healthcare, sciences, sociology, political science, computing, and several others. The material supports students with conceptual narratives, detailed step-by-step examples, and a wealth of illustrations, as well as collaborative exercises, technology integration problems, and statistics labs. The text assumes some knowledge of intermediate algebra, and includes thousands of problems and exercises that offer instructors and students ample opportunity to explore and reinforce useful statistical skills. This is an adaptation of Introductory Statistics 2e by OpenStax. You can access the textbook as pdf for free at openstax.org. Minor editorial changes were made to ensure a better ebook reading experience. Textbook content produced by OpenStax is licensed under a Creative Commons Attribution 4.0 International License.

Author: Dmitrii S. Silvestrov
Publisher: Springer Science & Business Media
ISBN: 0857293907
Category : Mathematics
Languages : en
Pages : 408

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Book Description
This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.

Author: R. M. Dudley
Publisher: Cambridge University Press
ISBN: 0521461022
Category : Mathematics
Languages : en
Pages : 452

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Book Description
This treatise by an acknowledged expert includes several topics not found in any previous book.

Author: Hans Fischer
Publisher: Springer Science & Business Media
ISBN: 0387878572
Category : Mathematics
Languages : en
Pages : 415

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Book Description
This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.

Author: Paul Doukhan
Publisher: Springer Science & Business Media
ISBN: 3642141048
Category : Mathematics
Languages : en
Pages : 222

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Book Description
This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.

Author: Jean Jacod
Publisher: Springer Science & Business Media
ISBN: 3662025140
Category : Mathematics
Languages : en
Pages : 620

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Book Description
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an elementary introduction to the main topics: theory of martingales and stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. It should be useful to the professional probabilist or mathematical statistician, and of interest also to graduate students.