U-Statistics in Banach Spaces

U-Statistics in Banach Spaces
Author: IU. IUrii Vasilevich Borovskikh
Publisher: VSP
Total Pages: 442
Release: 1996-01-01
Genre: Mathematics
ISBN: 9789067642002

U-statistics are universal objects of modern probabilistic summation theory. They appear in various statistical problems and have very important applications. The mathematical nature of this class of random variables has a functional character and, therefore, leads to the investigation of probabilistic distributions in infinite-dimensional spaces. The situation when the kernel of a U-statistic takes values in a Banach space, turns out to be the most natural and interesting. In this book, the author presents in a systematic form the probabilistic theory of U-statistics with values in Banach spaces (UB-statistics), which has been developed to date. The exposition of the material in this book is based around the following topics: algebraic and martingale properties of U-statistics; inequalities; law of large numbers; the central limit theorem; weak convergence to a Gaussian chaos and multiple stochastic integrals; invariance principle and functional limit theorems; estimates of the rate of weak convergence; asymptotic expansion of distributions; large deviations; law of iterated logarithm; dependent variables; relation between Banach-valued U-statistics and functionals from permanent random measures.

U-Statistics in Banach Spaces

U-Statistics in Banach Spaces
Author: Yu. V. Borovskikh
Publisher: Walter de Gruyter GmbH & Co KG
Total Pages: 436
Release: 2020-05-18
Genre: Mathematics
ISBN: 3112318897

No detailed description available for "U-Statistics in Banach Spaces".

Selected Works of R.M. Dudley

Selected Works of R.M. Dudley
Author: Evarist Giné
Publisher: Springer Science & Business Media
Total Pages: 481
Release: 2010-08-13
Genre: Mathematics
ISBN: 1441958215

For almost fifty years, Richard M. Dudley has been extremely influential in the development of several areas of Probability. His work on Gaussian processes led to the understanding of the basic fact that their sample boundedness and continuity should be characterized in terms of proper measures of complexity of their parameter spaces equipped with the intrinsic covariance metric. His sufficient condition for sample continuity in terms of metric entropy is widely used and was proved by X. Fernique to be necessary for stationary Gaussian processes, whereas its more subtle versions (majorizing measures) were proved by M. Talagrand to be necessary in general. Together with V. N. Vapnik and A. Y. Cervonenkis, R. M. Dudley is a founder of the modern theory of empirical processes in general spaces. His work on uniform central limit theorems (under bracketing entropy conditions and for Vapnik-Cervonenkis classes), greatly extends classical results that go back to A. N. Kolmogorov and M. D. Donsker, and became the starting point of a new line of research, continued in the work of Dudley and others, that developed empirical processes into one of the major tools in mathematical statistics and statistical learning theory. As a consequence of Dudley's early work on weak convergence of probability measures on non-separable metric spaces, the Skorohod topology on the space of regulated right-continuous functions can be replaced, in the study of weak convergence of the empirical distribution function, by the supremum norm. In a further recent step Dudley replaces this norm by the stronger p-variation norms, which then allows replacing compact differentiability of many statistical functionals by Fréchet differentiability in the delta method. Richard M. Dudley has also made important contributions to mathematical statistics, the theory of weak convergence, relativistic Markov processes, differentiability of nonlinear operators and several other areas of mathematics. Professor Dudley has been the adviser to thirty PhD's and is a Professor of Mathematics at the Massachusetts Institute of Technology.

Uniform Central Limit Theorems

Uniform Central Limit Theorems
Author: R. M. Dudley
Publisher: Cambridge University Press
Total Pages: 452
Release: 1999-07-28
Genre: Mathematics
ISBN: 0521461022

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