High Dimensional Probability III by Joergen Hoffmann-Joergensen (English) Hardco

Description: High Dimensional Probability III by Joergen Hoffmann-Joergensen, Michael B. Marcus, Jon A. Wellner The title High Dimensional Probability is an attempt to describe the many trib utaries of research on Gaussian processes and probability in Banach spaces that started in the early 1970s. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description The title High Dimensional Probability is used to describe the many tributaries of research on Gaussian processes and probability in Banach spaces that started in the early 1970s. Many of the problems that motivated researchers at that time were solved. But the powerful new tools created for their solution, such as randomization, isoperimetry, concentration of measure, moment and exponential inequalities, chaining, series representations, and decoupling turned out to be applicable to other important areas of probability. They led to significant advances in the study of empirical processes and other topics in theoretical statistics and to a new approach to the study of aspects of Levy processes and Markov processes in general.The papers in this book reflect these broad categories. They are divided into seven sections: - measures on general spaces and inequalities- Gaussian processes- limit theorems- local times- large and small deviations- density estimation- statistics via empirical process theory. Notes Rigorously refereed contributions originating from the 3rd international conference on High Dimensional Probability in Sandjberg, Denmark, June 2002 Table of Contents I. Measures on General Spaces and Inequalities.- Stochastic inequalities and perfect independence.- Prokhorov-LeCam-Varadarajans compactness criteria for vector measures on metric spaces.- On measures in locally convex spaces.- II. Gaussian Processes.- Karhunen-Loeve expansions for weighted Wiener processes and Brownian bridges via Bessel functions.- Extension du thèoréme de Cameron-Martin aux translations aleatoires. II. Intègrabilitè des densitès.- III. Limit Theorems.- Rates of convergence for Lèvys modulus of continuity and Hinchins law of the iterated logarithm.- On the limit set in the law of the iterated logarithm for U-statistics of order two.- Perturbation approach applied to the asymptotic study of random operators.- A uniform functional law of the logarithm for a local Gaussian process.- Strong limit theorems for mixing random variables with values in Hilbert space and their applications.- IV. Local Times.- Local time-space calculus and extensions of Itos formula.- Local times on curves and surfaces.- V. Large, Small Deviations.- Large deviations of empirical processes.- Small deviation estimates for some additive processes.- VI. Density Estimation.- Convergence in distribution of self-normalized sup-norms of kernel density estimators.- Estimates of the rate of approximation in the CLT for L1-norm of density estimators.- VII. Statistics via Empirical Process Theory.- Statistical nearly universal Glivenko-Cantelli classes.- Smoothed empirical processes and the bootstrap.- A note on the asymptotic distribution of Berk-Jones type statistics under the null hypothesis.- A note on the smoothed bootstrap. Promotional Springer Book Archives Long Description The title High Dimensional Probability is an attempt to describe the many trib Feature Rigorously refereed contributions originating from the 3rd international conference on High Dimensional Probability in Sandjberg, Denmark, June 2002 Details ISBN3764321873 Series Progress in Probability Language English ISBN-10 3764321873 ISBN-13 9783764321871 Media Book Format Hardcover DEWEY 519.2 Series Number 55 Imprint Birkhauser Verlag AG Place of Publication Basel Country of Publication Switzerland Edited by Michael B. Marcus Birth 1945 Short Title HIGH DIMENSIONAL PROBABILITY I Residence US Pages 346 Edition 2003rd Illustrations VIII, 346 p. DOI 10.1007/b89864;10.1007/978-3-0348-8059-6 Author Jon A. Wellner Publisher Birkhauser Verlag AG Edition Description 2003 ed. Year 2003 Publication Date 2003-11-27 Alternative 9783034894234 Audience Undergraduate We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:96248568;

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