Mixing: Properties and Examples - Couverture souple

Doukhan, Paul

 
9783540942146: Mixing: Properties and Examples

Synopsis

Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes and central limit theorems as well as being a topic of current research interest in its own right. The aim of this monograph is to provide a study of applications of dependence in probability and statistics. It is divided into two parts, the first covering the definitions and probabilistic properties of mixing theory, the second describing mixing properties of classical processes and random fields as well as providing a detailed study of linear and Gaussian fields.

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Autres éditions populaires du même titre

9780387942148: Mixing: Properties and Examples

Edition présentée

ISBN 10 :  0387942149 ISBN 13 :  9780387942148
Editeur : Springer New York, 1994
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