Mixing: Properties and Examples (Lecture Notes in Statistics) - Softcover

Paul Doukhan

Softcover

ISBN 10: 3540942149 ISBN 13: 9783540942146

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1994

Synopsis

Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes, central limit theorems as well as being a topic of current research interest in its own right. The aim of this monograph is to provide a study of applications of dependence in probability and statistics. It is divided in two parts, the first covering the definitions and probabilistic properties of mixing theory. The second part describes mixing properties of classical processes and random fields as well as providing a detailed study of linear and Gaussian fields. Consequently, this book will provide statisticians dealing with problems involving weak dependence properties with a powerful tool.

Edition details

• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Publication date: 1994
• ISBN 10: 3540942149
• ISBN 13: 9783540942146
• Binding: Paperback
• Language: English
• Number of pages: 154