Limit Theory for Mixing Dependent Random Variables

Limit Theory for Mixing Dependent Random Variables

by Lin Zhengyan, Lu Chuanrong
     
 

For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment

Overview

For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence (approximation), limit behaviour of some statistics with a mixing sample, and many useful tools are provided.
Audience: This volume will be of interest to researchers and graduate students in the field of probability and statistics, whose work involves dependent data (variables).

Product Details

ISBN-13:
9789048147489
Publisher:
Springer Netherlands
Publication date:
12/08/2010
Series:
Mathematics and Its Applications (closed) Series, #378
Edition description:
Softcover reprint of hardcover 1st ed. 1996
Pages:
430
Product dimensions:
6.14(w) x 9.21(h) x 0.90(d)

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