Decoupling : from dependence to independence / Víctor H. de la Peña, Evarist Giné.

Format:

Book

Author/Creator:

De la Peña, Víctor.

Giné, Evarist, 1944- Author.

Contributor:

Lippincott Library Book Endowment Fund.

Series:

Probability and its applications (Springer-Verlag)

Probability and its applications

Language:

English

Subjects (All):

Decoupling (Mathematics).

Physical Description:

xv, 392 pages ; 24 cm.

Place of Publication:

New York : Springer, ©1999.

Summary:

Decoupling theory provides a general framework for analyzing problems involving dependent random variables as if they were independent. It was born in the early 1980s as a natural continuation of martingale theory and has acquired a life of its own due to vigorous development and wide applicability. The authors provide a friendly and systematic introduction to the theory and applications of decoupling. This book is addressed to researchers and graduate students in probability and statistics. The exposition is at the level of a second graduate probability course, with a good portion of the material fit for use in a first year course.

Contents:

1. Sums of Independent Random Variables

2. Randomly Stopped Processes With Independent Increments

3. Decoupling of U-Statistics and U-Processes

4. Limit Theorems for U-Statistics

5. Limit Theorems for U-Processes

6. General Decoupling Inequalities for Tangent Sequences

7. Conditionally Independent Sequences

8. Further Applications of Decoupling.

Notes:

"Randomly stopped processes U-statistics and processes martingales and beyond."

Includes bibliographical references (pages 377-388) and index.

Local Notes:

Acquired for the Penn Libraries with assistance from the Lippincott Library Book Endowment Fund.

ISBN:

0387986162

9780387986166

OCLC:

39615595

Publisher Number:

99994182106

Online:

Publisher description