Limit Theorems Of Probability Theory
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Limit Theorems Of Probability Theory
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Author : Yu.V. Prokhorov
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Limit Theorems Of Probability Theory written by Yu.V. Prokhorov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.
This book consists of five parts written by different authors devoted to various problems dealing with probability limit theorems. The first part, "Classical-Type Limit Theorems for Sums ofIndependent Random Variables" (V.v. Petrov), presents a number of classical limit theorems for sums of independent random variables as well as newer related results. The presentation dwells on three basic topics: the central limit theorem, laws of large numbers and the law of the iterated logarithm for sequences of real-valued random variables. The second part, "The Accuracy of Gaussian Approximation in Banach Spaces" (V. Bentkus, F. G6tze, V. Paulauskas and A. Rackauskas), reviews various results and methods used to estimate the convergence rate in the central limit theorem and to construct asymptotic expansions in infinite-dimensional spaces. The authors con fine themselves to independent and identically distributed random variables. They do not strive to be exhaustive or to obtain the most general results; their aim is merely to point out the differences from the finite-dimensional case and to explain certain new phenomena related to the more complex structure of Banach spaces. Also reflected here is the growing tendency in recent years to apply results obtained for Banach spaces to asymptotic problems of statistics.
A History Of The Central Limit Theorem
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Author : Hans Fischer
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-10-08
A History Of The Central Limit Theorem written by Hans Fischer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-08 with Mathematics categories.
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.
Probability The Classical Limit Theorems
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Author : Henry McKean
language : en
Publisher: Cambridge University Press
Release Date : 2014-11-27
Probability The Classical Limit Theorems written by Henry McKean and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-27 with Computers categories.
A leading authority sheds light on a variety of interesting topics in which probability theory plays a key role.
Limit Theorems Of Probability Theory
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Author : I︠U︡riĭ Vasilʹevich Prokhorov
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-08-28
Limit Theorems Of Probability Theory written by I︠U︡riĭ Vasilʹevich Prokhorov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-08-28 with Mathematics categories.
A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.
Advances In Probability Theory
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Author : Aleksandr Alekseevich Borovkov
language : en
Publisher:
Release Date : 1984
Advances In Probability Theory written by Aleksandr Alekseevich Borovkov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Limit theorems (Probability theory). categories.
Limit Theorems For Randomly Stopped Stochastic Processes
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Author : Dmitriĭ Sergeevich Silʹvestrov
language : en
Publisher: Springer Science & Business Media
Release Date : 2004
Limit Theorems For Randomly Stopped Stochastic Processes written by Dmitriĭ Sergeevich Silʹvestrov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematics categories.
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.
Probability
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Author : Rick Durrett
language : en
Publisher: Cambridge University Press
Release Date : 2010-08-30
Probability written by Rick Durrett and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-30 with Mathematics categories.
This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Limit Theorems Of Probability Theory
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Author : Valentin Vladimirovich Petrov
language : en
Publisher:
Release Date : 1995
Limit Theorems Of Probability Theory written by Valentin Vladimirovich Petrov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Limit theorems (Probability theory) categories.
Limit theorems and probability inequalities for sums of independent random variables are beneficial to those studying probability and statistics. This treatise presents a clear exposition of classical and modern results in the field.
Probability Theory
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Author : I︠U︡riĭ Vasilʹevich Prokhorov
language : en
Publisher: Springer
Release Date : 1969
Probability Theory written by I︠U︡riĭ Vasilʹevich Prokhorov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1969 with Mathematics categories.
Heads Or Tails
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Author : Emmanuel Lesigne
language : en
Publisher: American Mathematical Soc.
Release Date : 2005
Heads Or Tails written by Emmanuel Lesigne and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
Everyone knows some of the basics of probability, perhaps enough to play cards. Beyond the introductory ideas, there are many wonderful results that are unfamiliar to the layman, but which are well within our grasp to understand and appreciate. Some of the most remarkable results in probability are those that are related to limit theorems--statements about what happens when the trial is repeated many times. The most famous of these is the Law of Large Numbers, which mathematicians,engineers, economists, and many others use every day. In this book, Lesigne has made these limit theorems accessible by stating everything in terms of a game of tossing of a coin: heads or tails. In this way, the analysis becomes much clearer, helping establish the reader's intuition aboutprobability. Moreover, very little generality is lost, as many situations can be modelled from combinations of coin tosses. This book is suitable for anyone who would like to learn more about mathematical probability and has had a one-year undergraduate course in analysis.