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Self-Normalized Processes
Language: en
Pages: 273
Authors: Victor H. Peña
Categories: Mathematics
Type: BOOK - Published: 2008-12-25 - Publisher: Springer Science & Business Media

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Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908
Asymptotic Laws and Methods in Stochastics
Language: en
Pages: 401
Authors: Donald Dawson
Categories: Mathematics
Type: BOOK - Published: 2015-11-12 - Publisher: Springer

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This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ott
Probability, Finance And Insurance, Proceedings Of A Workshop
Language: en
Pages: 253
Authors: Siu Pang Yung
Categories: Mathematics
Type: BOOK - Published: 2004-06-28 - Publisher: World Scientific

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This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China,
Selfsimilar Processes
Language: en
Pages: 125
Authors: Paul Embrechts
Categories: Mathematics
Type: BOOK - Published: 2009-01-10 - Publisher: Princeton University Press

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The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these
Concentration Inequalities for Sums and Martingales
Language: en
Pages: 131
Authors: Bernard Bercu
Categories: Mathematics
Type: BOOK - Published: 2015-09-29 - Publisher: Springer

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The purpose of this book is to provide an overview of historical and recent results on concentration inequalities for sums of independent random variables and f