Limit Theory for Mixing Dependent Random Variables (Hardcover) (ISBN-13: 9780792342199)

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).

Author: Lin Zhengyan,Lu Chuanrong
ISBN-10: 0792342194
ISBN-13: 9780792342199
Publisher: Springer
Language: English
Published: 07/31/1997
Pages: 430
Format: Hardcover
Weight: 1.76lbs
Size: 9.21h x 6.14w x 1.00d