书目名称 | Mixing |
副标题 | Properties and Examp |
编辑 | Paul Doukhan |
视频video | |
丛书名称 | Lecture Notes in Statistics |
图书封面 |  |
描述 | Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes, central limit theorems as well as being a topic of current research interest in its own right. The aim of this monograph is to provide a study of applications of dependence in probability and statistics. It is divided in two parts, the first covering the definitions and probabilistic properties of mixing theory. The second part describes mixing properties of classical processes and random fields as well as providing a detailed study of linear and Gaussian fields. Consequently, this book will provide statisticians dealing with problems involving weak dependence properties with a powerful tool. |
出版日期 | Book 19941st edition |
关键词 | Maxima; Probability space; Variance; proof; theorem |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4612-2642-0 |
isbn_softcover | 978-0-387-94214-8 |
isbn_ebook | 978-1-4612-2642-0Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
issn_series | 0930-0325 |
copyright | Springer-Verlag New York, Inc. 1994 |