On the estimation of multiple random integrals and U-statistics
This work starts with the study of those limit theorems in probability theory for which classical methods do not work. In many cases some form of linearization can help to solve the problem, because the linearized version is simpler. But in order to apply such a method we have to show that the linea...
Gorde:
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| Formatua: | Livre numérique |
| Hizkuntza: | Anglais |
| Argitaratua: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edizioa: | 1st ed. 2013. |
| Saila: | Lecture Notes in Mathematics
2079 |
| Gaiak: | |
| Sarrera elektronikoa: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Oharra: |
L'impression du document génère 290 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • On the estimation of multiple random integrals and U-statistics, Péter Major, Berlin, Springer, 2013, 1 vol. (XIII-288 p.), Lecture notes in mathematics, 978-3-642-37616-0 • On the Estimation of Multiple Random Integrals and U-Statistics, Texte imprimé, 9783642376184 • On the estimation of multiple random integrals and U-statistics, Péter Major, Berlin, Springer, 2013, 1 vol. (XIII-288 p.), Lecture notes in mathematics, 978-3-642-37616-0 |
| Gaia: | This work starts with the study of those limit theorems in probability theory for which classical methods do not work. In many cases some form of linearization can help to solve the problem, because the linearized version is simpler. But in order to apply such a method we have to show that the linearization causes a negligible error. The estimation of this error leads to some important large deviation type problems, and the main subject of this work is their investigation. We provide sharp estimates of the tail distribution of multiple integrals with respect to a normalized empirical measure and so-called degenerate U-statistics and also of the supremum of appropriate classes of such quantities. The proofs apply a number of useful techniques of modern probability that enable us to investigate the non-linear functionals of independent random variables. This lecture note yields insights into these methods, and may also be useful for those who only want some new tools to help them prove limit theorems when standard methods are not a viable option |
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| Alearen deskribapena: | L'impression du document génère 290 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliografia: | Bibliogr. Index |
| ISBN: | 9783642376177 |
| ISSN: | 1617-9692 |
| Sartu: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |