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Ill-Posed Problems in Probability & Stability of Random Sums (Hardcover)
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Ill-Posed Problems in Probability & Stability of Random Sums (Hardcover)
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Total price: R3,494
Discovery Miles: 34 940
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This volume is concerned with the problems in probability and
statistics. Ill-posed problems are usually understood as those
results where small changes in the assumptions lead to arbitrarily
large changes in the conclusions. Such results are not very useful
for practical applications where the presumptions usually hold only
approximately (because even a slightest departure from the assumed
model may produce an uncontrollable shift in the outcome). Often,
the ill-posedness of certain practical problems is due to the lack
of their precise mathematical formulation. Consequently, one can
deal with such problems by replacing a given ill-posed problem with
another, well-posed problem, which in some sense is 'close' to the
original one. The goal in this book is to show that ill-posed
problems are not just a mere curiosity in the contemporary theory
of mathematical statistics and probability. On the contrary, such
problems are quite common, and majority of classical results fall
into this class. The objective of this book is to identify problems
of this type, and re-formulate them more correctly. Thus,
alternative (more precise in the above sense) versions are proposed
of numerous classical theorems in the theory of probability and
mathematical statistics. In addition, some non-standard problems
are considered from this point of view.
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