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Download Book Title : Limit theory for mixing dependent random variables

(Format : djvu , 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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Author(s) Book :Lin Zhengyan, Lu Chuanrong
Publish Year :2010 Publisher : Springer
You can check by ISBN10/ISBN13 : 9048147484/9789048147489

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