Description: Decoupling : From Dependence to Independence : Randomly Stopped Processes U-Statistics and Processes Martingales and Beyond, Hardcover by De LA Pena, Victor; Gine, Evarist, ISBN 0387986162, ISBN-13 9780387986166, Brand New, Free P&P in the UK A friendly and systematic introduction to the theory and applications. Th 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 and more general dependence structures, biostatistical implications, and moment convergence in Anscombes theorem and Walds equation for U--statistics. Addressed to researchers in probability and statistics and to graduates, the expositon is at the level of a second graduate probability course, with a good portion of the material fit for use in a first year course.
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Book Title: Decoupling : From Dependence to Independence : Randomly Stopped P
Number of Pages: 392 Pages
Language: English
Publication Name: Decoupling: from Dependence to Independence
Publisher: Springer-Verlag New York Inc.
Publication Year: 1998
Subject: Mathematics
Item Height: 235 mm
Item Weight: 1660 g
Type: Textbook
Author: Victor De La Pena, Evarist Gine
Series: Probability and Its Applications
Item Width: 155 mm
Format: Hardcover
