Limit Theorems For Associated Random Fields And Related Systems
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Limit Theorems for Associated Random Fields and Related Systems
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 135 |
Release | : 2024 |
Genre | : Electronic Book |
ISBN | : 9789814474573 |
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Limit Theorems for Associated Random Fields and Related Systems
Author | : Aleksandr Vadimovich Bulinski?,Alexey Shashkin |
Publsiher | : World Scientific |
Total Pages | : 447 |
Release | : 2007 |
Genre | : Mathematics |
ISBN | : 9789812709400 |
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This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).
Stochastic Geometry Spatial Statistics and Random Fields
Author | : Evgeny Spodarev |
Publsiher | : Springer |
Total Pages | : 470 |
Release | : 2013-02-11 |
Genre | : Mathematics |
ISBN | : 9783642333057 |
Download Stochastic Geometry Spatial Statistics and Random Fields Book in PDF, Epub and Kindle
This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic methods in geometric probability including weak and strong limit theorems for random spatial structures (point processes, sets, graphs, fields) with applications to statistics. Written as a contributed volume of lecture notes, it will be useful not only for students but also for lecturers and researchers interested in geometric probability and related subjects.
Limit Theorems for Random Fields with Singular Spectrum
Author | : Nikolai Leonenko |
Publsiher | : Springer |
Total Pages | : 406 |
Release | : 2011-09-29 |
Genre | : Mathematics |
ISBN | : 940114608X |
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Multiple Wiener Ito Integrals
Author | : P. Major |
Publsiher | : Springer |
Total Pages | : 134 |
Release | : 2006-11-14 |
Genre | : Mathematics |
ISBN | : 9783540385578 |
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Limit Theorems and Some Applications in Statistical Physics
Author | : Boris Nahapetian |
Publsiher | : Springer |
Total Pages | : 260 |
Release | : 1991-08 |
Genre | : Technology & Engineering |
ISBN | : UOM:39015024965066 |
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Limit Theorems of Probability Theory
Author | : Yu.V. Prokhorov,V. Statulevicius |
Publsiher | : Springer Science & Business Media |
Total Pages | : 280 |
Release | : 2013-03-14 |
Genre | : Mathematics |
ISBN | : 9783662041727 |
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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.
Limit Theorems for Random Fields with Singular Spectrum
Author | : Nicolai Leonenko |
Publsiher | : Springer Science & Business Media |
Total Pages | : 410 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 9789401146074 |
Download Limit Theorems for Random Fields with Singular Spectrum Book in PDF, Epub and Kindle
This book presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. The first chapter treats basic concepts of the spectral theory of random fields, some important examples of random processes and fields with singular spectrum, and Tauberian and Abelian theorems for covariance function of long-memory random fields. Chapter 2 is devoted to limit theorems for spherical averages of nonlinear transformations of Gaussian and chi-square random fields. Chapter 3 summarises some limit theorems for geometric type functionals of random fields. Limit theorems for the solutions of Burgers' equation with random data via parabolic and hyperbolic rescaling are demonstrated in Chapter 4. Lastly, Chapter 5 deals with some problems for statistical analysis of random fields with singular spectrum. Audience: This book will be of interest to mathematicians who use random fields in engineering or other applications.