The Laws of Large Numbers

The Laws of Large Numbers
Author :
Publisher : Academic Press
Total Pages : 177
Release :
ISBN-10 : 9781483269023
ISBN-13 : 1483269027
Rating : 4/5 (027 Downloads)

Book Synopsis The Laws of Large Numbers by : Pál Révész

Download or read book The Laws of Large Numbers written by Pál Révész and published by Academic Press. This book was released on 2014-06-20 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Law of Large Numbers deals with three types of law of large numbers according to the following convergences: stochastic, mean, and convergence with probability 1. The book also investigates the rate of convergence and the laws of the iterated logarithm. It reviews measure theory, probability theory, stochastic processes, ergodic theory, orthogonal series, Huber spaces, Banach spaces, as well as the special concepts and general theorems of the laws of large numbers. The text discusses the laws of large numbers of different classes of stochastic processes, such as independent random variables, orthogonal random variables, stationary sequences, symmetrically dependent random variables and their generalizations, and also Markov chains. It presents other laws of large numbers for subsequences of sequences of random variables, including some general laws of large numbers which are not related to any concrete class of stochastic processes. The text cites applications of the theorems, as in numbers theory, statistics, and information theory. The text is suitable for mathematicians, economists, scientists, statisticians, or researchers involved with the probability and relative frequency of large numbers.


The Laws of Large Numbers Related Books

The Laws of Large Numbers
Language: en
Pages: 177
Authors: Pál Révész
Categories: Mathematics
Type: BOOK - Published: 2014-06-20 - Publisher: Academic Press

GET EBOOK

The Law of Large Numbers deals with three types of law of large numbers according to the following convergences: stochastic, mean, and convergence with probabil
Probability
Language: en
Pages:
Authors: Rick Durrett
Categories: Mathematics
Type: BOOK - Published: 2010-08-30 - Publisher: Cambridge University Press

GET EBOOK

This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales,
Laws of Small Numbers: Extremes and Rare Events
Language: en
Pages: 381
Authors: Michael Falk
Categories: Mathematics
Type: BOOK - Published: 2013-11-11 - Publisher: Birkhäuser

GET EBOOK

Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. Laws of
The Improbability Principle
Language: en
Pages: 289
Authors: David J. Hand
Categories: Mathematics
Type: BOOK - Published: 2014-02-11 - Publisher: Scientific American / Farrar, Straus and Giroux

GET EBOOK

In The Improbability Principle, the renowned statistician David J. Hand argues that extraordinarily rare events are anything but. In fact, they're commonplace.
A Course in Large Sample Theory
Language: en
Pages: 192
Authors: Thomas S. Ferguson
Categories: Mathematics
Type: BOOK - Published: 2017-09-06 - Publisher: Routledge

GET EBOOK

A Course in Large Sample Theory is presented in four parts. The first treats basic probabilistic notions, the second features the basic statistical tools for ex