Decoupling
From Dependence to Independence
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 an…
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Produktdetails
Weitere Autoren: Peña, Victor de la
- ISBN: 978-0-387-98616-6
- EAN: 9780387986166
- Produktnummer: 1166710
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 1998
- Seitenangabe: 412 S.
- Masse: H24.1 cm x B16.0 cm x D2.8 cm 781 g
- Auflage: 1999
- Abbildungen: HC runder Rücken kaschiert
- Gewicht: 781
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