Limit Theory for Mixing Dependent Random Variables - Lin Zhengyan,Lu Chuanrong
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Saadetis 12-18 tööpäeva jooksul
30-päevane tagastamisõigus
For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence ... Täielik kirjeldus
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Kirjeldus
For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence (approximation), limit behaviour of some statistics with a mixing sample, and many useful tools are provided. Audience: This volume will be of interest to researchers and graduate students in the field of probability and statistics, whose work involves dependent data (variables).
Lisateave
| Autor | Lin Zhengyan, Lu Chuanrong |
|---|---|
| Kirjastaja | Springer Netherlands |
| Series | Mathematics and Its Applications |
| Väljalaskeaasta | 2010 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9789048147489 |