Limit Theorems for Associated Random Fields and Related Systems - Couverture rigide

Bulinski, Alexander; Shashkin, Alexey

 
9789812709400: Limit Theorems for Associated Random Fields and Related Systems
Couverture rigide
ISBN 10 : 9812709401 ISBN 13 : 9789812709400
Editeur : World Scientific Publishing Co Pte Ltd, 2007

Synopsis

This volume is devoted to the study of asymptotic properties of wide classes of stochastic models arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided.For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications. Parts of the text are based on lectures delivered by the authors at the Moscow State University. For the sake of readers' convenience, some auxiliary results are also included, some of them in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This volume is devoted to the study of asymptotic properties of wide classes of stochastic models arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided.For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications. Parts of the text are based on lectures delivered by the authors at the Moscow State University. For the sake of readers' convenience, some auxiliary results are also included, some of them in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).

Revue de presse

Both specialists in the theory of random fields and scientists working in related areas that utilize this theory will no doubt find a great deal of new and useful information in this book --Zentralblatt MATH

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2007
Langue
anglais
ISBN 10 
9812709401
ISBN 13 
9789812709400
Reliure
Relié
Nombre de pages
448
Coordonnées du fabricant
non disponible
Personne responsable
non disponible