Asymptotic Behaviour of Linearly Transformed Sums of Random Variables

Asymptotic Behaviour of Linearly Transformed Sums of Random Variables
Title Asymptotic Behaviour of Linearly Transformed Sums of Random Variables PDF eBook
Author V. V. Buldygin
Publisher
Pages 524
Release 1997-06-30
Genre
ISBN 9789401155694

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Asymptotic Behaviour of Linearly Transformed Sums of Random Variables

Asymptotic Behaviour of Linearly Transformed Sums of Random Variables
Title Asymptotic Behaviour of Linearly Transformed Sums of Random Variables PDF eBook
Author V.V. Buldygin
Publisher Springer Science & Business Media
Pages 512
Release 2012-12-06
Genre Mathematics
ISBN 9401155682

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Limit theorems for random sequences may conventionally be divided into two large parts, one of them dealing with convergence of distributions (weak limit theorems) and the other, with almost sure convergence, that is to say, with asymptotic prop erties of almost all sample paths of the sequences involved (strong limit theorems). Although either of these directions is closely related to another one, each of them has its own range of specific problems, as well as the own methodology for solving the underlying problems. This book is devoted to the second of the above mentioned lines, which means that we study asymptotic behaviour of almost all sample paths of linearly transformed sums of independent random variables, vectors, and elements taking values in topological vector spaces. In the classical works of P.Levy, A.Ya.Khintchine, A.N.Kolmogorov, P.Hartman, A.Wintner, W.Feller, Yu.V.Prokhorov, and M.Loeve, the theory of almost sure asymptotic behaviour of increasing scalar-normed sums of independent random vari ables was constructed. This theory not only provides conditions of the almost sure convergence of series of independent random variables, but also studies different ver sions of the strong law of large numbers and the law of the iterated logarithm. One should point out that, even in this traditional framework, there are still problems which remain open, while many definitive results have been obtained quite recently.

Cognitive Networked Sensing and Big Data

Cognitive Networked Sensing and Big Data
Title Cognitive Networked Sensing and Big Data PDF eBook
Author Robert Qiu
Publisher Springer Science & Business Media
Pages 633
Release 2013-08-04
Genre Technology & Engineering
ISBN 1461445442

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Wireless Distributed Computing and Cognitive Sensing defines high-dimensional data processing in the context of wireless distributed computing and cognitive sensing. This book presents the challenges that are unique to this area such as synchronization caused by the high mobility of the nodes. The author will discuss the integration of software defined radio implementation and testbed development. The book will also bridge new research results and contextual reviews. Also the author provides an examination of large cognitive radio network; hardware testbed; distributed sensing; and distributed computing.

Limit Theorems for Random Fields with Singular Spectrum

Limit Theorems for Random Fields with Singular Spectrum
Title Limit Theorems for Random Fields with Singular Spectrum PDF eBook
Author Nikolai Leonenko
Publisher Springer Science & Business Media
Pages 418
Release 1999-02-28
Genre Mathematics
ISBN 9780792356356

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This book presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. This book will be of interest to mathematicians who use random fields in engineering or other applications.

Stochastic Processes and Operator Calculus on Quantum Groups

Stochastic Processes and Operator Calculus on Quantum Groups
Title Stochastic Processes and Operator Calculus on Quantum Groups PDF eBook
Author U. Franz
Publisher Springer Science & Business Media
Pages 244
Release 1999-07-31
Genre Mathematics
ISBN 9780792358831

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This book aims to present several new developments on stochastic processes and operator calculus on quantum groups. Topics which are treated include operator calculus, dual representations, stochastic processes and diffusions, Appell polynomials and systems in connection with evolution equations. Audience: This volume contains introductory material for graduate students who are new to the field, as well as more advanced material for specialists in probability theory, algebraic structures, representation theory, mathematical physics and theoretical physics.

Geometric Sums: Bounds for Rare Events with Applications

Geometric Sums: Bounds for Rare Events with Applications
Title Geometric Sums: Bounds for Rare Events with Applications PDF eBook
Author Vladimir V. Kalashnikov
Publisher Springer Science & Business Media
Pages 285
Release 2013-04-17
Genre Mathematics
ISBN 9401716935

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This book reviews problems associated with rare events arising in a wide range of circumstances, treating such topics as how to evaluate the probability an insurance company will be bankrupted, the lifetime of a redundant system, and the waiting time in a queue. Well-grounded, unique mathematical evaluation methods of basic probability characteristics concerned with rare events are presented, which can be employed in real applications, as the volume also contains relevant numerical and Monte Carlo methods. The various examples, tables, figures and algorithms will also be appreciated. Audience: This work will be useful to graduate students, researchers and specialists interested in applied probability, simulation and operations research.

Theory of Random Sets

Theory of Random Sets
Title Theory of Random Sets PDF eBook
Author Ilya Molchanov
Publisher Springer
Pages 688
Release 2017-12-14
Genre Mathematics
ISBN 144717349X

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This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance. The present volume builds on the foundations laid by Matheron and others, including the vast advances in stochastic geometry, probability theory, set-valued analysis, and statistical inference. It shows the various interdisciplinary relationships of random set theory within other parts of mathematics, and at the same time fixes terminology and notation that often vary in the literature, establishing it as a natural part of modern probability theory and providing a platform for future development. It is completely self-contained, systematic and exhaustive, with the full proofs that are necessary to gain insight. Aimed at research level, Theory of Random Sets will be an invaluable reference for probabilists; mathematicians working in convex and integral geometry, set-valued analysis, capacity and potential theory; mathematical statisticians in spatial statistics and uncertainty quantification; specialists in mathematical economics, econometrics, decision theory, and mathematical finance; and electronic and electrical engineers interested in image analysis.