| 书目名称 | Decoupling |
| 副标题 | From Dependence to I |
| 编辑 | Víctor H. Peña,Evarist Giné |
| 视频video | |
| 概述 | A friendly and systematic introduction to the theory and applications of decoupling Special emphasis is given to the comparison and interplay between martingale and decoupling theories Applications ar |
| 丛书名称 | Probability and Its Applications |
| 图书封面 |  |
| 描述 | Decoupling theory provides a general framework for analyzing problems involving dependent random variables as if they were independent. It was born in the early eighties as a natural continuation of martingale theory and has acquired a life of its own due to vigorous development and wide applicability. The authors provide a friendly and systematic introduction to the theory and applications of decoupling. The book begins with a chapter on sums of independent random variables and vectors, with maximal inequalities and sharp estimates on moments which are later used to develop and interpret decoupling inequalities. Decoupling is first introduced as it applies in two specific areas, randomly stopped processes (boundary crossing problems) and unbiased estimation (U-- statistics and U--processes), where it has become a basic tool in obtaining several definitive results. In particular, decoupling is an essential component in the development of the asymptotic theory of U-- statistics and U--processes. The authors then proceed with the theory of decoupling in full generality. Special attention is given to comparison and interplay between martingale and decoupling theory, and to application |
| 出版日期 | Book 1999 |
| 关键词 | Law of large numbers; Martingale; Maxima; Random variable; law of the iterated logarithm; random function |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4612-0537-1 |
| isbn_softcover | 978-1-4612-6808-6 |
| isbn_ebook | 978-1-4612-0537-1Series ISSN 1431-7028 |
| issn_series | 1431-7028 |
| copyright | Springer Science+Business Media New York 1999 |
发表于 2025-3-21 18:05:20
