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Limit Theory for Mixing Dependent Random Variables

Name: Limit Theory for Mixing Dependent Random Variables
Brand: Springer Netherlands
SKU: 01973645
Price: 37512 HUF
Availability: InStock
Author: in Zhengyan
ISBN: 9789048147489

in Zhengyan

u Chuanrong

Language

English

Book Paperback

Libristo code: 01973645

Publishers Springer Netherlands, November 2009

For many practical problems, observations are not independent. In this book, limit behaviour of an i... Full description

Libristo code: 01973645

249 b

37 512 Ft

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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).