Kniha Mixing Paul Doukhan

Mixing

Properties and Examples

Autor: Paul Doukhan
Jazyk: Angličtina
Vazba: Brožovaná
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
3 198
Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underly...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
1994
Stránek
142
EAN
9780387942148
ISBN
0387942149
Enbook ID
06793760
Hmotnost
285
Rozměry
155 x 235 x 10

Kompletní popis

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.

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