Limit Theory for Mixing Dependent Random Variables

Lin, Cheng-Yen; Chuanrong, Lu; Zhengyan, Lin; Lu, Chuanrong

ISBN 10: 0792342194 / ISBN 13: 9780792342199

Published by Springer, 1997

About this Item

Unread book in perfect condition.

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Bibliographic Details

• Title: Limit Theory for Mixing Dependent Random Variables
• Publisher: Springer
• Publication Date: 1997
• Language: English
• ISBN 10: 0792342194
• ISBN 13: 9780792342199
• Binding: Hardcover
• Condition: As New

About this title

Synopsis

For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence (approximation), limit behaviour of some statistics with a mixing sample, and many useful tools are provided.
Audience: This volume will be of interest to researchers and graduate students in the field of probability and statistics, whose work involves dependent data (variables).