Inequalities and Extremal Problems in Probability and Statistics
Selected Topics
Published on 8. May 2017
Book
Paperback/Softback
198 pages
978-0-12-809818-9 (ISBN)
Description
Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathematics, the sciences, and engineering. The book enables the reader to grasp the importance of inequalities and how they relate to probability and statistics.
This will be an extremely useful book for researchers and graduate students in probability, statistics, and econometrics, as well as specialists working across sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks.
This will be an extremely useful book for researchers and graduate students in probability, statistics, and econometrics, as well as specialists working across sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks.
Reviews / Votes
"This volume presents six articles on important inequalities in probability and statistics, and related extremal problems. These include uniform and non-uniform Berry-Esseen bounds and inequalities for martingales, random polynomials and generalized cross-moments. Each of these articles presents the state of the art in the relevant area, together with some new techniques, results or applications." --zbMATH OpenMore details
Language
English
Place of publication
San Diego
United States
Publishing group
Elsevier Science Publishing Co Inc
Target group
Professional and scholarly
Researchers and graduate students in probability, statistics, and econometrics; specialists working in sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks
Product notice
Paperback (trade)
Unsewn / adhesive bound
Dimensions
Height: 226 mm
Width: 150 mm
Thickness: 10 mm
Weight
318 gr
ISBN-13
978-0-12-809818-9 (9780128098189)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Iosif Pinelis | Victor H. de la Peña | Rustam Ibragimov
Inequalities and Extremal Problems in Probability and Statistics
Selected Topics
E-Book
05/2017
Academic Press
€91.95
Available for download
Persons
Iosif Pinelis is Professor in the Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USA. Victor de la Pena is Professor at the Department of Statistics, Columbia University, USA. Rustam Ibragimov is Professor of Finance and Econometrics at Imperial College Business School, UK. Adam Osekowski is Associate Professor at the Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Poland. Irina Shevtsova is Associate Professor at Moscow State University, and Senior Researcher at the Institute of Informatics Problems of the Federal Research Center "Computer Science and Control? of the Russian Academy of Sciences, Russia.
Author
Professor, Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USA
Professor, Department of Statistics, Columbia University, USA
Professor of Finance and Econometrics, Imperial College Business School, UK
Associate Professor, Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Poland
Moscow State University and Institute of Informatics Problems, Federal Research Center "Computer Science and Control?, Russian Academy of Sciences, Russia
Content
1. Method of moments and sharp inequalities for martingales
2. On a class of optimal stopping problems of nonintegral type
3. On the absolute constants in Nagaev - Bikelis-type inequalities
4. On the nonuniform Berry - Esseen-type bound
5. On the Berry - Esseen bound for the Student statistic
6. Sharp probability inequalities for random polynomials, generalized sample cross-moments and studentized processes
2. On a class of optimal stopping problems of nonintegral type
3. On the absolute constants in Nagaev - Bikelis-type inequalities
4. On the nonuniform Berry - Esseen-type bound
5. On the Berry - Esseen bound for the Student statistic
6. Sharp probability inequalities for random polynomials, generalized sample cross-moments and studentized processes