Stochastic Convergence of Weighted Sums of Random Elements in Linear Spaces

Stochastic Convergence of Weighted Sums of Random Elements in Linear Spaces PDF Author: Robert L. Taylor
Publisher: Springer
ISBN: 3540357408
Category : Mathematics
Languages : en
Pages : 224

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Stochastic Convergence of Weighted Sums of Random Elements in Linear Spaces

Stochastic Convergence of Weighted Sums of Random Elements in Linear Spaces PDF Author: Robert L. Taylor
Publisher: Springer
ISBN: 3540357408
Category : Mathematics
Languages : en
Pages : 224

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Lecture Notes in Mathematics

Lecture Notes in Mathematics PDF Author:
Publisher:
ISBN: 9780387089294
Category : Law of large numbers
Languages : en
Pages : 216

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Asymptotic Behaviour of Linearly Transformed Sums of Random Variables

Asymptotic Behaviour of Linearly Transformed Sums of Random Variables PDF Author: V.V. Buldygin
Publisher: Springer Science & Business Media
ISBN: 9401155682
Category : Mathematics
Languages : en
Pages : 512

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Book Description
Limit theorems for random sequences may conventionally be divided into two large parts, one of them dealing with convergence of distributions (weak limit theorems) and the other, with almost sure convergence, that is to say, with asymptotic prop erties of almost all sample paths of the sequences involved (strong limit theorems). Although either of these directions is closely related to another one, each of them has its own range of specific problems, as well as the own methodology for solving the underlying problems. This book is devoted to the second of the above mentioned lines, which means that we study asymptotic behaviour of almost all sample paths of linearly transformed sums of independent random variables, vectors, and elements taking values in topological vector spaces. In the classical works of P.Levy, A.Ya.Khintchine, A.N.Kolmogorov, P.Hartman, A.Wintner, W.Feller, Yu.V.Prokhorov, and M.Loeve, the theory of almost sure asymptotic behaviour of increasing scalar-normed sums of independent random vari ables was constructed. This theory not only provides conditions of the almost sure convergence of series of independent random variables, but also studies different ver sions of the strong law of large numbers and the law of the iterated logarithm. One should point out that, even in this traditional framework, there are still problems which remain open, while many definitive results have been obtained quite recently.

Random Sets

Random Sets PDF Author: John Goutsias
Publisher: Springer Science & Business Media
ISBN: 1461219426
Category : Mathematics
Languages : en
Pages : 417

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Book Description
This IMA Volume in Mathematics and its Applications RANDOM SETS: THEORY AND APPLICATIONS is based on the proceedings of a very successful 1996 three-day Summer Program on "Application and Theory of Random Sets." We would like to thank the scientific organizers: John Goutsias (Johns Hopkins University), Ronald P.S. Mahler (Lockheed Martin), and Hung T. Nguyen (New Mexico State University) for their excellent work as organizers of the meeting and for editing the proceedings. We also take this opportunity to thank the Army Research Office (ARO), the Office ofNaval Research (0NR), and the Eagan, MinnesotaEngineering Center ofLockheed Martin Tactical Defense Systems, whose financial support made the summer program possible. Avner Friedman Robert Gulliver v PREFACE "Later generations will regard set theory as a disease from which one has recovered. " - Henri Poincare Random set theory was independently conceived by D.G. Kendall and G. Matheron in connection with stochastic geometry. It was however G.

Probability in Banach Spaces

Probability in Banach Spaces PDF Author: Anatole Beck
Publisher: Springer
ISBN: 3540382569
Category : Mathematics
Languages : en
Pages : 291

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Time Series, Fuzzy Analysis and Miscellaneous Topics

Time Series, Fuzzy Analysis and Miscellaneous Topics PDF Author: Madan Lal Puri
Publisher: Walter de Gruyter
ISBN: 3110917831
Category : Mathematics
Languages : en
Pages : 792

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Book Description
Professor Puri is one of the most versatile and prolific researchers in the world in mathematical statistics. His research areas include nonparametric statistics, order statistics, limit theory under mixing, time series, splines, tests of normality, generalized inverses of matrices and related topics, stochastic processes, statistics of directional data, random sets, and fuzzy sets and fuzzy measures. His fundamental contributions in developing new rank-based methods and precise evaluation of the standard procedures, asymptotic expansions of distributions of rank statistics, as well as large deviation results concerning them, span such areas as analysis of variance, analysis of covariance, multivariate analysis, and time series, to mention a few. His in-depth analysis has resulted in pioneering research contributions to prominent journals that have substantial impact on current research.This book together with the other two volumes (Volume 1: Nonparametric Methods in Statistics and Related Topics; Volume 2: Probability Theory and Extreme Value Theory), are a concerted effort to make his research works easily available to the research community. The sheer volume of the research output by him and his collaborators, coupled with the broad spectrum of the subject matters investigated, and the great number of outlets where the papers were published, attach special significance in making these works easily accessible.The papers selected for inclusion in this work have been classified into three volumes each consisting of several parts. All three volumes carry a final part consisting of the contents of the other two, as well as the complete list of Professor Puri's publications.

Madan Lal Puri Selected Collected Works

Madan Lal Puri Selected Collected Works PDF Author: Madan Lal Puri
Publisher: VSP
ISBN: 9789067643863
Category : Science
Languages : en
Pages : 796

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Book Description
Professor Puri is one of the most versatile and prolific researchers in the world in mathematical statistics. His research areas include nonparametric statistics, order statistics, limit theory under mixing, time series, splines, tests of normality, generalized inverses of matrices and related topics, stochastic processes, statistics of directional data, random sets, and fuzzy sets and fuzzy measures. His fundamental contributions in developing new rank-based methods and precise evaluation of the standard procedures, asymptotic expansions of distributions of rank statistics, as well as large deviation results concerning them, span such areas as analysis of variance, analysis of covariance, multivariate analysis, and time series, to mention a few. His in-depth analysis has resulted in pioneering research contributions to prominent journals that have substantial impact on current research. This book together with the other two volumes (Volume 1: Nonparametric Methods in Statistics and Related Topics; Volume 2: Probability Theory and Extreme Value Theory), are a concerted effort to make his research works easily available to the research community. The sheer volume of the research output by him and his collaborators, coupled with the broad spectrum of the subject matters investigated, and the great number of outlets where the papers were published, attach special significance in making these works easily accessible. The papers selected for inclusion in this work have been classified into three volumes each consisting of several parts. All three volumes carry a final part consisting of the contents of the other two, as well as the complete list of Professor Puri's publications.

Probability Theory on Vector Spaces II

Probability Theory on Vector Spaces II PDF Author: A. Weron
Publisher: Springer
ISBN: 3540383506
Category : Mathematics
Languages : en
Pages : 342

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Book Description


Research Developments in Probability And Statistics

Research Developments in Probability And Statistics PDF Author: Madan Lal Puri
Publisher: VSP
ISBN: 9789067642095
Category : Science
Languages : en
Pages : 466

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Book Description
On the occasion of the 65th birthday of Professor Madan L. Puri, the authors of this Festschrift pay their tribute to his scientific achievements in statistics. This volume reflects a selective survey of leading contemprary scientific trends and developments that are significantly related to ideas expressed and pursued in Madan L. Puri's work in statistics and related fields. The wide spectrum of scientific interest which characterizes Professor Puri's scientific activity is thus illuminated. The choice of papers offered combines fundamental principles with interesting applications, selected for their originality and insight, and for their influence on the modern approach to statistics, probability and related fields.

Geometry and Martingales in Banach Spaces

Geometry and Martingales in Banach Spaces PDF Author: Wojbor A. Woyczynski
Publisher: CRC Press
ISBN: 0429868820
Category : Mathematics
Languages : en
Pages : 299

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Book Description
Geometry and Martingales in Banach Spaces provides a compact exposition of the results explaining the interrelations existing between the metric geometry of Banach spaces and the theory of martingales, and general random vectors with values in those Banach spaces. Geometric concepts such as dentability, uniform smoothness, uniform convexity, Beck convexity, etc. turn out to characterize asymptotic behavior of martingales with values in Banach spaces.