This book represents thirty-eight extensive and carefully edited chapters written by prominent researchers, providing an up-to-date survey of new asymptotic methods in science and technology. The chapters contain broad coverage of the latest developments and innovative techniques in a wide range of theoretical and numerical issues in the field of asymptotic methods in probability and mathematical statistics. The book is organized into ten thematic parts: probability distributions; characterizations of distributions; probabilities and measures in high dimensional structures; weak and stron limit theorems; large deviation probabilities; empirical processes; order statistics and records; estimation of parameters and hypotheses testing; random walks, and applications to finance. Written in an accessible style, this book conveys a clear and practical perspective of asymptotic methods. Topics and features:Recent developments in asymptotic methods; Parametric and Nonparametric Inference; Distribution Theory; Stochastic Processes; Order Statistics; Record values and Characterizations. Asymptotic methods in Probability and Mathematical Statistics is an essential resource for reseachers, practitioners, and professionals involved in Theoretical and Applied Probability and/or in Theoretical and Applied Statistics. Various chapters of the volume will also appeal to industrial statisticians and financial economists.
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Inside This Book
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Key Phrases - Statistically Improbable Phrases (SIPs):
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longest increasing run, invariant confidence intervals, copula vector, induced order statistics, bridge approximation, very good extension, weighted geodesic, ergodicity coefficient, uniform empirical process, exponential experiment, majorizing measures, dyadic scheme, finite exponential moments, approximate entropy, local limit theorem, standard normal law, symmetric random variables, translated moments, sequential estimator, stable random variables, increasing runs, probability generating function, absolute positive constants, stochastic basis, continuous marginals Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, John Wiley, Annals of Probability, Russia Abstract, Introduction Let, Probability Letters, Lecture Notes, Annals of Statistics, Journal of Applied Probability, Petersburg State University, American Mathematical Society, Journal of Mathematical Sciences, Academic Press, Annals of Mathematical Statistics, Germany Abstract, Journal of Multivariate Analysis, Kluwer Academic Publishers, Journal of the American Statistical Association, Lithuanian Mathematical Journal, Notes of Sci, Recent Progress, Rhode Island, Annals of Mathematics, Cambridge University Press, Department of Mathematics New!
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longest increasing run, invariant confidence intervals, copula vector, induced order statistics, bridge approximation, very good extension, weighted geodesic, ergodicity coefficient, uniform empirical process, exponential experiment, majorizing measures, dyadic scheme, finite exponential moments, approximate entropy, local limit theorem, standard normal law, symmetric random variables, translated moments, sequential estimator, stable random variables, increasing runs, probability generating function, absolute positive constants, stochastic basis, continuous marginals Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, John Wiley, Annals of Probability, Russia Abstract, Introduction Let, Probability Letters, Lecture Notes, Annals of Statistics, Journal of Applied Probability, Petersburg State University, American Mathematical Society, Journal of Mathematical Sciences, Academic Press, Annals of Mathematical Statistics, Germany Abstract, Journal of Multivariate Analysis, Kluwer Academic Publishers, Journal of the American Statistical Association, Lithuanian Mathematical Journal, Notes of Sci, Recent Progress, Rhode Island, Annals of Mathematics, Cambridge University Press, Department of Mathematics New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 57
books:
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- Sums of independent random variables (Ergebnisse der Mathematik und ihrer Grenzgebiete) by V. V Petrov on 5 pages
- An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition by William Feller on 5 pages
- The Asymptotic Theory of Extreme Order Statistics by Janos Galambos on page 319, page 330, and page 348
- Record Statistics by Mohammad Ahsanullah on page 306, page 319, and page 329
- Order Statistics (Wiley Series in Probability and Statistics) by Herbert A. David on page 307, page 319, and page 348
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