Functional Gaussian Approximation for Dependent Structures
Language: English
Published by Oxford Univ Pr, 2019
- Hardcover
- New
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
AbeBooks seller since January 6, 2003
Condition: New
£ 202.49
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478 pages. 9.50x6.25x1.00 inches. In Stock.
Seller Inventory # x-019882694X
- Title
- Functional Gaussian Approximation for Dependent Structures
- Author
- Merlevede, Florence/ Peligrad, Magda/ Utev, Sergey
- Publisher
- Oxford Univ Pr
- Publication year
- 2019
- Condition
- Brand New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 019882694X
- ISBN 13
- 9780198826941
- Item weight
- 0.95 kilograms
Two approaches are taken. Firstly, the authors present tools for dealing with the dependent structures used to obtain normal approximations. Secondly, they apply normal approximations to various examples. The main tools consist of inequalities for dependent sequences of random variables, leading to limit theorems, including the functional central limit theorem and functional moderate deviation principle. The results point out large classes of dependent random variables which satisfy invariance principles, making possible the statistical study of data coming from stochastic processes both with short and long memory.
The dependence structures considered throughout the book include the traditional mixing structures, martingale-like structures, and weakly negatively dependent structures, which link the notion of mixing to the notions of association and negative dependence. Several applications are carefully selected to exhibit the importance of the theoretical results. They include random walks in random scenery and determinantal processes. In addition, due to their importance in analysing new data in economics, linear processes with dependent innovations will also be considered and analysed.
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About the Author
Magda Peligrad is a distinguished Taft Professor in the Department of Mathematical Sciences of the University of Cincinnati whose area of expertise is Probability Theory and Stochastic Processes. Her research deals with dependent structures and covers various aspects of modelling the dependence, maximal inequalities, and limit theorems. Her research was rewarded by numerous National Science Foundation, National Security Agency, and Taft research center grants. In 1995 she was elected as fellow of the Institute of Mathematical Statistics, in 2003 she received the title of Taft Professor at the University of Cincinnati and in 2010 her contributions to Probability theory were recognized in a meeting held in her honor in Paris, France
Sergey Utev is Professor in the Department of Mathematics of the University of Leicester. His area of expertise covers many aspects of Probability theory and their applications. In particular he wrote many important papers concerning mathematical inequalities and their applications, Quantum probability and stochastic comparisons, Stochastic processes with applications to Financial Mathematics, Actuarial Sciences and Epidemics
"About the title" may belong to another edition of this title.
Revaluation Books
Exeter, United Kingdom
AbeBooks seller since January 6, 2003
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