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Decoupling - From Dependence to Independence (Paperback, Softcover reprint of the original 1st ed. 1999) Loot Price: R4,383
Discovery Miles 43 830
Decoupling - From Dependence to Independence (Paperback, Softcover reprint of the original 1st ed. 1999): Victor de la Pena,...

Decoupling - From Dependence to Independence (Paperback, Softcover reprint of the original 1st ed. 1999)

Victor de la Pena, Evarist Gin e

Series: Probability and Its Applications

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Loot Price R4,383 Discovery Miles 43 830 | Repayment Terms: R411 pm x 12*

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A friendly and systematic introduction to the theory and applications. The book begins with the sums of independent random variables and vectors, with maximal inequalities and sharp estimates on moments, which are later used to develop and interpret decoupling inequalities. Decoupling is first introduced as it applies to randomly stopped processes and unbiased estimation. The authors then proceed with the theory of decoupling in full generality, paying special attention to comparison and interplay between martingale and decoupling theory, and to applications. These include limit theorems, moment and exponential inequalities for martingales and more general dependence structures, biostatistical implications, and moment convergence in Anscombe's theorem and Wald's equation for U--statistics. Addressed to researchers in probability and statistics and to graduates, the expositon is at the level of a second graduate probability course, with a good portion of the material fit for use in a first year course.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Probability and Its Applications
Release date: October 2012
First published: 1999
Authors: Victor de la Pena • Evarist Gin e
Dimensions: 235 x 155 x 21mm (L x W x T)
Format: Paperback
Pages: 392
Edition: Softcover reprint of the original 1st ed. 1999
ISBN-13: 978-1-4612-6808-6
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 1-4612-6808-7
Barcode: 9781461268086

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