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Titlebook: Limit Theorems in Probability, Statistics and Number Theory; In Honor of Friedric Peter Eichelsbacher,Guido Elsner,Silke Rolles Conference

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书目名称Limit Theorems in Probability, Statistics and Number Theory
副标题In Honor of Friedric
编辑Peter Eichelsbacher,Guido Elsner,Silke Rolles
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概述Presents unifying aspects of probability, statistics and number theory.Connects asymptotic enumerative combinatorics, particle systems and approximation theory?.Presents questions and techniques for n
丛书名称Springer Proceedings in Mathematics & Statistics
图书封面Titlebook: Limit Theorems in Probability, Statistics and Number Theory; In Honor of Friedric Peter Eichelsbacher,Guido Elsner,Silke Rolles Conference
描述.​Limit theorems and asymptotic results form a central topic in probability theory and mathematical statistics. New and non-classical limit theorems have been discovered for processes in random environments, especially in connection with random matrix theory and free probability. These questions and the techniques for answering them combine asymptotic enumerative combinatorics, particle systems and approximation theory, and are important for new approaches in geometric and metric number theory as well. Thus, the contributions in this book include a wide range of applications with surprising connections ranging from longest common subsequences for words, permutation groups, random matrices and free probability to entropy problems and metric number theory..The book is the product of a conference that took place in August 2011 in Bielefeld, Germany to celebrate the 60th birthday of Friedrich Götze, a noted expert in this field..
出版日期Conference proceedings 2013
关键词60F05, 62E20, 60-06, 46L54, 60B20, 60E10, 11J83; asymptotic approximations; asymptotic distributions; f
版次1
doihttps://doi.org/10.1007/978-3-642-36068-8
isbn_softcover978-3-642-43396-2
isbn_ebook978-3-642-36068-8Series ISSN 2194-1009 Series E-ISSN 2194-1017
issn_series 2194-1009
copyrightSpringer-Verlag Berlin Heidelberg 2013
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Subjugate
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Some Approximation Problems in Statistics and Probabilitylbert space. Mainly we consider recent results for quadratic and almost quadratic forms motivated by asymptotic problems in mathematical statistics. Some of the results are optimal and could not be further improved without additional conditions.
DOSE
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Moderate Deviations for the Determinant of Wigner Matrices GUE or GOE ensemble. Further we establish Cramér-type moderate deviations and Berry-Esseen bounds for the log-determinant for the GUE and GOE ensembles as well as for non-symmetric and non-Hermitian Gaussian random matrices (Ginibre ensembles), respectively.
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Limit Theorems for Random Matricesof the author and F. Götze. We consider the rate of convergence to the semi-circle law and Marchenko–Pastur law, Stein’s method for random matrices, the proof of the circular law, and some limit theorems for powers and products of random matrices.
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,A Conversation with Friedrich Götze,Friedrich Götze has made signal contrbutions to mathematical statistics, probability theory and related areas in mathematics. He also rendered many other important services to the profession. His 60. birthday provides and excellent opportunity for a conversation about his career and his views on various matters.
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On Probability Measures with Unbounded Angular RatioThe angular ratio is an important characteristic of probability measures on . in the theory of ergodic dynamical systems. Answering the J. Rosenblatt question, we describe probability measures whose spectrum is not inside some Stolz region at 1, i.e., which have unbounded angular ratio.
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A Characterization of Small and Large Time Limit Laws for Self-normalized Lévy ProcessesWe establish asymptotic distribution results for self-normalized Lévy processes at small and large times that are analogs of those of Chistyakov and Götze [Ann. Probab. 32:28–77, 2004] for self-normalized sums.
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