On The Multivariate Analysis Of Weakly Stationary Stochastic Processes
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Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability
| Author | : Lucien Marie Le Cam |
| Publisher | : Univ of California Press |
| Total Pages | : 690 |
| Release | : 1967 |
| Genre | : Mathematical statistics |
| ISBN | : |
Stochastic Processes
| Author | : Stamatis Cambanis |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 373 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 1461579090 |
This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics. It comprises 40 chapters which taken together survey the wide sweep of ideas which have been influenced by Professor Kallianpur's writing and research.
Multivariate Analysis—III
| Author | : Paruchuri R. Krishnaiah |
| Publisher | : Academic Press |
| Total Pages | : 429 |
| Release | : 2014-05-12 |
| Genre | : Mathematics |
| ISBN | : 1483265137 |
Multivariate Analysis — III contains the proceedings of the Third International Symposium on Multivariate Analysis held at Wright State University in Dayton, Ohio, on June 19-24, 1972. The papers explore the theory and applications of multivariate analysis and cover areas such as time series and stochastic processes; distribution theory and inference; characteristic functions and characterizations; and design and analysis of experiments. Classification, modeling, and reliability are also discussed. Comprised of 27 chapters, this volume begins with an introduction to two-dimensional random fields, giving results for a class of Gaussian processes with a multidimensional time parameter. The next chapter deals with concepts of consistency in spectral estimation for multivariate time series and considers the alternative of estimating the spectral distribution function or the spectral density function. Abstract martingales and ergodic theory are also examined, along with methods for assessing multivariate normality; inference and redundant parameters; characterization of the multivariate geometric distribution; and max-min designs in the analysis of variance. This monograph will be useful to statisticians and probabilists, as well as to scientists in other disciplines who are broadly interested in multivariate analysis.
Time Series
| Author | : David R. Brillinger |
| Publisher | : SIAM |
| Total Pages | : 556 |
| Release | : 2001-09-01 |
| Genre | : Mathematics |
| ISBN | : 0898715016 |
This text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals.
Probability Theory on Vector Spaces IV
| Author | : Stamatis Cambanis |
| Publisher | : Springer |
| Total Pages | : 435 |
| Release | : 2006-11-14 |
| Genre | : Mathematics |
| ISBN | : 354048244X |
Convergence of Stochastic Processes
| Author | : D. Pollard |
| Publisher | : David Pollard |
| Total Pages | : 223 |
| Release | : 1984-10-08 |
| Genre | : Mathematics |
| ISBN | : 0387909907 |
Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in metric spaces; The uniform metric on space of cadlag functions; The skorohod metric on D [0, oo); Central limit teorems; Martingales.
Stochastics in Finite and Infinite Dimensions
| Author | : Takeyuki Hida |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 436 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 1461201675 |
During the last fifty years, Gopinath Kallianpur has made extensive and significant contributions to diverse areas of probability and statistics, including stochastic finance, Fisher consistent estimation, non-linear prediction and filtering problems, zero-one laws for Gaussian processes and reproducing kernel Hilbert space theory, and stochastic differential equations in infinite dimensions. To honor Kallianpur's pioneering work and scholarly achievements, a number of leading experts have written research articles highlighting progress and new directions of research in these and related areas. This commemorative volume, dedicated to Kallianpur on the occasion of his seventy-fifth birthday, will pay tribute to his multi-faceted achievements and to the deep insight and inspiration he has so graciously offered his students and colleagues throughout his career. Contributors to the volume: S. Aida, N. Asai, K. B. Athreya, R. N. Bhattacharya, A. Budhiraja, P. S. Chakraborty, P. Del Moral, R. Elliott, L. Gawarecki, D. Goswami, Y. Hu, J. Jacod, G. W. Johnson, L. Johnson, T. Koski, N. V. Krylov, I. Kubo, H.-H. Kuo, T. G. Kurtz, H. J. Kushner, V. Mandrekar, B. Margolius, R. Mikulevicius, I. Mitoma, H. Nagai, Y. Ogura, K. R. Parthasarathy, V. Perez-Abreu, E. Platen, B. V. Rao, B. Rozovskii, I. Shigekawa, K. B. Sinha, P. Sundar, M. Tomisaki, M. Tsuchiya, C. Tudor, W. A. Woycynski, J. Xiong.
Random Process Analysis With R
| Author | : Marco Bittelli |
| Publisher | : Oxford University Press |
| Total Pages | : 513 |
| Release | : 2022-10-13 |
| Genre | : Mathematics |
| ISBN | : 0192607448 |
Random process analysis (RPA) is used as a mathematical model in physics, chemistry, biology, computer science, information theory, economics, environmental science, and many other disciplines. Over time, it has become more and more important for the provision of computer code and data sets. This book presents the key concepts, theory, and computer code written in R, helping readers with limited initial knowledge of random processes to become confident in their understanding and application of these principles in their own research. Consistent with modern trends in university education, the authors make readers active learners with hands-on computer experiments in R code directing them through RPA methods and helping them understand the underlying logic. Each subject is illustrated with real data collected in experiments performed by the authors or taken from key literature. As a result, the reader can promptly apply the analysis to their own data, making this book an invaluable resource for undergraduate and graduate students, as well as professionals, in physics, engineering, biophysical and environmental sciences, economics, and social sciences.
Generalized Inverses and Applications
| Author | : M. Zuhair Nashed |
| Publisher | : Elsevier |
| Total Pages | : 1069 |
| Release | : 2014-05-10 |
| Genre | : Mathematics |
| ISBN | : 1483270297 |
Generalized Inverses and Applications, contains the proceedings of an Advanced Seminar on Generalized Inverses and Applications held at the University of Wisconsin-Madison on October 8-10, 1973 under the auspices of the university's Mathematics Research Center. The seminar provided a forum for discussing the basic theory of generalized inverses and their applications to analysis and operator equations. Numerical analysis and approximation methods are considered, along with applications to statistics and econometrics, optimization, system theory, and operations research. Comprised of 14 chapters, this book begins by describing a unified approach to generalized inverses of linear operators, with particular reference to algebraic, topological, extremal, and proximinal properties. The reader is then introduced to the algebraic aspects of the generalized inverse of a rectangular matrix; the Fredholm pseudoinverse; and perturbations and approximations for generalized inverses and linear operator equations. Subsequent chapters deal with various applications of generalized inverses, including programming, games, and networks, as well as estimation and aggregation in econometrics. This monograph will be of interest to mathematicians and students of mathematics.
