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Associated Sequences, Demimartingales and Nonparametric Inference: Probability and Its Applications

Autor B. L. S. Prakasa Rao
en Limba Engleză Hardback – 6 noi 2011
This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to some problems in nonparametric statistical inference for such processes are investigated in the last three chapters.
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Specificații

ISBN-13: 9783034802390
ISBN-10: 3034802390
Pagini: 284
Ilustrații: XII, 272 p.
Dimensiuni: 155 x 235 x 21 mm
Greutate: 0.52 kg
Ediția:2012
Editura: Springer
Colecția Birkhäuser
Seria Probability and Its Applications

Locul publicării:Basel, Switzerland

Public țintă

Research

Cuprins

Preface.- Associated Random Variables and Related Concepts.- Demimartingales.- N-Demimartingales.- Conditional Demimartingales.- Multidimensionally Indexed Demimartingales and Continuous Parameter Demimartingales.- Limit Theorems for Associated Random Variables.- Nonparametric Estimation for Associated Sequences.- Nonparametric Tests for Associated Sequences.- Nonparametric Tests for Change in Marginal Density Function for Associated Sequences.- References.- Index.

Recenzii

From the reviews:
“This book is the first one exclusively devoted to sequences of associated random variables and the closely related concept of demimartingales. … The book is well written, with a good balance of theoretical results, applications and examples. Authored by one of the leading experts of the field, it contains the most important results on associated sequences and demimartingales and will become an extremely valuable reference book for researchers in the broad area of association.” (Tasos C. Christofides, Mathematical Reviews, November, 2013)

Textul de pe ultima copertă

This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes.
 
One of the basic aims of theory of probability and statistics is to build stochastic models which explain the phenomenon under investigation and explore the dependence among various covariates which influence this phenomenon. Classic examples are the concepts of Markov dependence or of mixing for random processes. Esary, Proschan and Walkup introduced the concept of association for random variables, and Newman and Wright studied properties of processes termed as demimartingales. It can be shown that the partial sums of mean zero associated random variables form a demimartingale.
 
Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to problems in nonparametric statistical inference for such processes are investigated in the last three chapters.
 
This book will appeal to graduate students and researchers interested in probabilistic aspects of various types of stochastic processes and their applications in reliability theory, statistical mechanics, percolation theory and other areas.

Caracteristici

Comprehensive survey of probabilistic properties of associated sequences Extensive discussion on demimartingales and related processes First book to deal with inferential aspects of such processes Includes supplementary material: sn.pub/extras