On the Estimation of Multiple Random Integrals and U-Statistics

Language: English

Published by Springer, 2013

3642376169 / 9783642376160

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - This work starts with the study of those limit theorems in probability theory for which classical methods do not work. In many cases some form of linearization can help to solve the problem, because the linearized version is simpler. But in order to apply such a method we have to show that the linearization causes a negligible error. The estimation of this error leads to some important large deviation type problems, and the main subject of this work is their investigation. We provide sharp estimates of the tail distribution of multiple integrals with respect to a normalized empirical measure and so-called degenerate U-statistics and also of the supremum of appropriate classes of such quantities. The proofs apply a number of useful techniques of modern probability that enable us to investigate the non-linear functionals of independent random variables.This lecture note yields insights into these methods, and may also be useful for those who only want some new tools to help them prove limit theorems when standard methods are not a viable option.…

Seller Inventory # 9783642376160

Title
On the Estimation of Multiple Random Integrals and U-Statistics
Author
Péter Major
Publisher
Springer
Publication year
2013
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3642376169
ISBN 13
9783642376160
Item weight
464 grams
Dimensions
235x155x17 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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