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Limit Theory for Mixing Dependent Random Variables

Limit Theory for Mixing Dependent Random Variables

Paperback

Series: Mathematics and Its Applications, Book 378

Probability & Statistics

ISBN10: 9048147484
ISBN13: 9789048147489
Publisher: Springer Nature
Published: Dec 9 2010
Pages: 430
Weight: 1.36
Height: 0.90 Width: 6.14 Depth: 9.21
Language: English
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).

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