Limit Theorems For Associated Random Fields And Related Systems

Limit Theorems For Associated Random Fields And Related Systems
Author: Alexander Bulinski
Publisher: World Scientific
Total Pages: 447
Release: 2007-09-05
Genre: Mathematics
ISBN: 9814474576

This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).

Stochastic Geometry, Spatial Statistics and Random Fields

Stochastic Geometry, Spatial Statistics and Random Fields
Author: Evgeny Spodarev
Publisher: Springer
Total Pages: 470
Release: 2013-02-11
Genre: Mathematics
ISBN: 3642333052

This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic methods in geometric probability including weak and strong limit theorems for random spatial structures (point processes, sets, graphs, fields) with applications to statistics. Written as a contributed volume of lecture notes, it will be useful not only for students but also for lecturers and researchers interested in geometric probability and related subjects.

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.

A History of the Central Limit Theorem

A History of the Central Limit Theorem
Author: Hans Fischer
Publisher: Springer Science & Business Media
Total Pages: 415
Release: 2010-10-08
Genre: Mathematics
ISBN: 0387878572

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.

Book Review Index - 2009 Cumulation

Book Review Index - 2009 Cumulation
Author: Dana Ferguson
Publisher: Book Review Index Cumulation
Total Pages: 1304
Release: 2009-08
Genre: Language Arts & Disciplines
ISBN: 9781414419121

Book Review Index provides quick access to reviews of books, periodicals, books on tape and electronic media representing a wide range of popular, academic and professional interests. The up-to-date coverage, wide scope and inclusion of citations for both newly published and older materials make Book Review Index an exceptionally useful reference tool. More than 600 publications are indexed, including journals and national general interest publications and newspapers. Book Review Index is available in a three-issue subscription covering the current year or as an annual cumulation covering the past year.

High-Dimensional Probability

High-Dimensional Probability
Author: Roman Vershynin
Publisher: Cambridge University Press
Total Pages: 299
Release: 2018-09-27
Genre: Business & Economics
ISBN: 1108415199

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Martingale Limit Theory and Its Application

Martingale Limit Theory and Its Application
Author: P. Hall
Publisher: Academic Press
Total Pages: 321
Release: 2014-07-10
Genre: Mathematics
ISBN: 1483263223

Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.