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Uniform Central Limit Theorems

Name: Uniform Central Limit Theorems
Brand: Cambridge University Press
SKU: 02041732
Price: 26334 HUF
Availability: InStock
Author: R. M. Dudley
ISBN: 9780521738415

R. M. Dudley

Language

English

Book Paperback

Libristo code: 02041732

Publishers Cambridge University Press, February 2014

This classic work on empirical processes has been considerably expanded and revised from the origina... Full description

Libristo code: 02041732

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26 334 Ft

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This classic work on empirical processes has been considerably expanded and revised from the original edition. When samples become large, the probability laws of large numbers and central limit theorems are guaranteed to hold uniformly over wide domains. The author, an acknowledged expert, gives a thorough treatment of the subject. This new edition contains several proved theorems not included in the first edition, including the Bretagnolle-Massart theorem giving constants in the Komlos-Major-Tusnady rate of convergence for the classical empirical process, Massart's form of the Dvoretzky-Kiefer-Wolfowitz inequality with precise constant, Talagrand's generic chaining approach to boundedness of Gaussian processes, a characterization of uniform Glivenko-Cantelli classes of functions, Giné and Zinn's characterization of uniform Donsker classes (i.e., classing Donsker uniformly over all probability measures P), and the Bousquet-Koltchinskii-Panchenko theorem that the convex hull of a uniform Donsker class is uniform Donsker. The book will be an essential reference for mathematicians working in infinite-dimensional central limit theorems, mathematical statisticians, and computer scientists working in computer learning theory. Problems are included at the end of each chapter so the book can also be used as an advanced text.