Stability Results And Strong Invariance Principles For Partial Sums Of Banach Space Valued Random Variables
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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.
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".
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.
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.
Author | : American Mathematical Society |
Publisher | : |
Total Pages | : 492 |
Release | : 1987 |
Genre | : Mathematics |
ISBN | : |
Author | : Eberlein |
Publisher | : Birkhäuser |
Total Pages | : 496 |
Release | : 1986 |
Genre | : Mathematics |
ISBN | : |
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Publisher | : |
Total Pages | : 512 |
Release | : 1998 |
Genre | : Mathematics |
ISBN | : |
Author | : |
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Total Pages | : 1448 |
Release | : 2003 |
Genre | : Mathematics |
ISBN | : |
Author | : |
Publisher | : |
Total Pages | : 1070 |
Release | : 1990 |
Genre | : Statistics |
ISBN | : |
Author | : |
Publisher | : |
Total Pages | : 766 |
Release | : 1988 |
Genre | : Mathematics |
ISBN | : |
Articles of mathematical interest as well as operations research and management science.