概率统计中的极限理论及其应用

概率统计中的极限理论及其应用

黎子良, 钱莲芬, 邵启满, 编

出版社:高等教育出版社

年代:2007

定价:49.1

书籍简介:

本文集涉及极限理论在概率、统计各个方面的应用,由众多国内外知名学者最新撰写的18篇英文文章组成,共包括3个部分:极限理论、应用统计及金融数学主题。其中很多文章是综述性的,每篇文章对所涉及主题的介绍都尽量详实、逻辑严密,真正展示最新理论的发展,适合概率统计专业研究生及相关专业研究人员作参考。

书籍目录:

PartⅠ:LimitTheorems.

Self-normalizedLimitTheoremsinProbabilityandStatistics

AsymptoticAnalysisofRandomPartitions

LimitTheoremsonAdaptiveDesignsinClinicalTrials

FunctionalLimitTheoremsforGaussianProcesses

StrongLocalNondeterminismandSamplePathPropertiesofGaussianRandomFields

LargeDeviationsforTwo-ParameterGaussianProcessesRelatedtoChange-PointAnalysis

IntersectionLocalTimes:LargeDeviationsandLawsoftheIteratedLogarithm

LimitTheoremsforU-Statistics

PartⅡ:StatisticsandApplications

OntheInverseProblemforthet-Statistic

StatisticalAnalysisforRoundedData

PiecewiseRegressionModels:EstimationTheoryandApplications

EstimationinPartiallyLinearModelsWithMissingData:AReview

AsymptoticMethodsinNonlinearTimeSeriesModels

NonparametricClassificationandProbabilisticClassifierwithEnvironmentalandRemoteSensingApplications

MixedLinearModelApproachesforComplexTraitAnalysis

PartⅢ:MathematicalFinanceandInsurance

InferenceandComputationforStochasticVolatilityModelsRelatedtoOptionPricing

ASelectiveOverviewofApplicationsofChoquetIntegrals

SomeRecentDevelopmentsinActuarialScience

内容摘要:

  Anobjectiveofthepresentvolumeof18papersbytheinvitedspeakersandcontributorstotheconferenceistointroducegraduatestudentstosomeactiveresearchareasinprobabilityandstatistics.Mostpapersaresurveypaperssothatthepresentvolumecanprovidereaderswithavaluableresourceinprobability,statisticsandtheirapplications.Obviously,wecannotcoveralloftheimportanttopicsofcurrentresearch.Thevolumeconsistsofthreeparts:(Ⅰ)LimitTheorems,(Ⅱ)StatisticsandApplication,and(Ⅲ)MathematicalFinanceandInsurance.  Thisvolumeisacollectionof18papersonasymptotictheoryinprobability,statisticsandtheirapplicationstoawidevarietyofproblems.Itcontainsthreeparts,limittheorems,statisticsandapplications,mathematicalfinanceandInsurance.Mostpapersaresurveypapersandthevolumeisintendedforgraduatestudentsinprobabilityandstatisticsandresearchersinrelatedareas.

书籍规格:

书籍详细信息
书名概率统计中的极限理论及其应用站内查询相似图书
9787040221527
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出版地北京出版单位高等教育出版社
版次1版印次1
定价(元)49.1语种英文
尺寸23装帧精装
页数印数 2000

书籍信息归属:

概率统计中的极限理论及其应用是高等教育出版社于2007.06出版的中图分类号为 O211.4-53 的主题关于 概率论-极限(数学)-文集-英文 的书籍。