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Decoupling 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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De La Pena, Victor; Pena, Victor de La; Gine, Evarist 作者

译者

1998-12 出版日期

407 页数

$ 224.87 价格

Probability and its Applications- A Series of the Applied Probability Trust 丛书系列

9780387986166 图书编码

Decoupling 在线电子书图书标签: 数学

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Decoupling 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Decoupling 在线电子书图书描述

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.

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