
Limit Theorems For Associated Random Fields And Related Systems
World Scientific Publishing Co Pte Ltd
Published on 6. September 2007
Book
Hardback
448 pages
978-981-270-940-0 (ISBN)
Description
This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).
More details
Series
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Professional and scholarly
Product notice
Laminated cover
Dimensions
Height: 250 mm
Width: 165 mm
Thickness: 25 mm
Weight
930 gr
ISBN-13
978-981-270-940-0 (9789812709400)
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Schweitzer Classification
Persons
Content
Random Systems with Covariance Inequalities; Moment and Maximal Inequalities; Central Limit Theorem; Almost Sure Convergence; Invariance Principles; Law of the Iterated Logarithm; Statistical Applications; Integral Functionals.