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U-Statistics in Banach Spaces [Hardcover]

By Yu. V. Borovskikh (Author)
Our Price $ 319.90  
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Item Number 184189  
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Item description for U-Statistics in Banach Spaces by Yu. V. Borovskikh...

U-statistics are universal objects of modern probabilistic summation theory. They appear in various statistical problems and have very important applications. The mathematical nature of this class of random variables has a functional character and, therefore, leads to the investigation of probabilistic distributions in infinite-dimensional spaces. The situation when the kernel of a U-statistic takes values in a Banach space, turns out to be the most natural and interesting. This book systematically presents the probabilistic theory of U-statistics with values in Banach spaces (UB-statistics), which have been developed to date. The exposition of the material is based around the following topics: algebraic and martingale properties of U-statistics; inequalities; law of large numbers; the central limit theorem; weak convergence to a Gaussian chaos and multiple stochastic integrals; invariance principle and functional limit theorems; estimates of the rate of weak convergence; asymptotic expansion of distributions; large deviations; law of iterated logarithm; dependent variables; relation between Banach-valued U-statistics and functionals from permanent random measures. The book should be of interest to researchers working in probability and statistics.

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Item Specifications...

Studio: Brill Academic Publishers
Pages   420
Est. Packaging Dimensions:   Length: 10" Width: 6.75" Height: 1"
Weight:   1.75 lbs.
Binding  Hardcover
Publisher   Brill Academic Publishers
ISBN  9067642002  
ISBN13  9789067642002  

Availability  0 units.

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