Verfügbarkeit: Decoupling | Technische Universität München

Decoupling: from dependence to independence ; randomly stopped processes, U-statistics and processes, martingales and beyond

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Bibliographische Detailangaben
Beteiligte Personen:	De la Peña, Victor H. (VerfasserIn), Giné, Evarist 1944-2015 (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	New York [u.a.] Springer [1999]
Schriftenreihe:	Probability and its applications
Schlagwörter:	Unabhängige Zufallsvariable - Optimales Stoppen - U-Stichprobenfunktion - Martingal Decoupling (Mathematics) Optimales Stoppen Stochastische Abhängigkeit Martingal U-Stichprobenfunktion Wahrscheinlichkeitsrechnung Unabhängige Zufallsvariable
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008454741&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Beschreibung:	Literaturverzeichnis Seite 377 - 388
Umfang:	xv, 392 Seiten
ISBN:	0387986162

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Datensatz im Suchindex

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adam_text	VICTO R H . D E L A PEFIA EVARIS T GIN E DECOUPLING FRO M DEPENDENC E T O INDEPENDENC E RANDOMLY STOPPED PROCESSES [/-STATISTICS AND PROCESSES MARTINGALES AND BEYOND SPRINGER CONTENTS PREFACE VUE 1 SUMS OF INDEPENDENT RANDOM VARIABLES 1 1.1 LEVY-TYPE MAXIMAL INEQUALITIES 2 1.2 HOFFMANN-J0RGENSEN TYPE INEQUALITIES 8 1.3 THE KHINCHIN-KAHANE INEQUALITIES 15 1.4 MOMENT BOUNDS 20 1.4.1 MAXIMA 21 1.4.2 ESTIMATING L P -NORMS IN HUBERT SPACE 23 1.4.3 AT-FUNCTION BOUNDS 28 1.4.4 A GENERAL DECOUPLING FOR SUMS OF ARBITRARY POSITIVE RANDOM VARIABLES AND MARTINGALES 32 1.5 ESTIMATES WITH SHARP CONSTANTS FOR THE L P -NORMS OF SUMS OF INDEPENDENT RANDOM VARIABLES: THE L-FUNCTION 35 1.6 REFERENCES FOR CHAPTER 1 49 2 RANDOMLY STOPPED PROCESSES WIM INDEPENDENT INCREMENTS 51 2.1 WALD'S EQUATIONS 52 2.2 GOOD-LAMBDA INEQUALITIES 60 2.3 RANDOMLY STOPPED SUMS OF INDEPENDENT BANACH-VALUED VARIABLES 62 2.4 PROOF OF THE LOWER BOUND OF THEOREM 2.3.1 66 XLL L XIV CONTENTS 2.5 CONTINUOUS TIME PROCESSES 79 2.6 BURKHOLDER-GUNDY TYPE INEQUALITIES IN BANACH SPACES 81 2.7 FROM BOUNDARY CROSSING OF NONRANDOM FUNCTIONS TO FIRST PASSAGE TIMES OF PROCESSES WITH INDEPENDENT INCREMENTS 85 2.8 REFERENCES FOR CHAPTER 2 95 3 DECOUPLING OF (/-STATISTICS AND {/-PROCESSES 97 3.1 DECOUPLING OF U-PROCESSES: CONVEX FUNCTIONS 99 3.2 HYPERCONTRACTIVITY OF RADEMACHER CHAOS VARIABLES 110 3.3 MINORIZATION OF TAIL PROBABILITIES: THE PALEY-ZYGMUND ARGUMENT AND A CONDITIONAL JENSEN'S INEQUALITY 119 3.4 DECOUPLING OF {/-PROCESSES: TAIL PROBABILITIES 125 3.5 RANDOMIZATION 136 3.5.1 MOMENT INEQUALITIES FOR RANDOMIZED {/-STATISTICS 139 3.5.2 RANDOMIZATION OF TAIL PROBABILITIES FOR (/-STATISTICS AND PROCESSES 145 3.6 REFERENCES FOR CHAPTER 3 150 4 LIMIT THEOREMS FOR (/-STATISTICS 153 4.1 SOME INEQUALITIES; THE LAW OF LARGE NUMBERS 154 4.1.1 HOFFMANN-J0RGENSEN'S INEQUALITY FOR U-PROCESSES 154 4.1.2 AN APPLICATION TO THE LAW OF LARGE NUMBERS 160 4.1.3 EXPONENTIAL INEQUALITIES FORCANONICAL {/-STATISTICS 164 4.2 GAUSSIAN CHAOS AND THE CENTRAL LIMIT THEOREM FOR CANONICAL {/-STATISTICS 173 4.3 THE LAW OF THE ITERATED LOGARITHM FOR CANONICAL {/-STATISTICS 187 4.4 REFERENCES FOR CHAPTER 4 IR. 205 5 LIMIT THEOREMS FOR U -PROCESSES 207 5.1 SOME BACKGROUND ON ASYMPTOTICS OF PROCESSES, METRIE ENTROPY, AND VAPNIK-CERVONENKIS CLASSES OF FUNCTIONS: MAXIMAL INEQUALITIES 208 5.1.1 CONVERGENCE IN LAW OF SAMPLE BOUNDED PROCESSES 209 5.1.2 MAXIMAL INEQUALITIES BASED ON METRIE ENTROPY 215 5.1.3 VAPNIK-CERVONENKIS CLASSES OF FUNCTIONS 221 5.2 THE LAW OF LARGE NUMBERS FOR U-PROCESSES 226 5.3 THE CENTRAL LIMIT THEOREM FOR {/-PROCESSES 237 5.4 THE LAW OF THE ITERATED LOGARITHM FOR CANONICAL {/-PROCESSES 253 5.4.1 THE BOUNDED LIL , 253 5.4.2 THE COMPACT LIL 256 5.5 STATISTICAL APPLICATIONS 264 5.5.1 THE LAW OF LARGE NUMBERS FOR THE SIMPLICIAL MEDIAN 264 5.5.2 THE CENTRAL LIMIT THEOREM FOR THE SIMPLICIAL MEDIAN 271 5.5.3 TRUNCATED DATA 280 CONTENTS XV 5.6 REFERENCES FOR CHAPTER 5 288 6 GENERAL DECOUPLING INEQUALITIES FOR TANGENT SEQUENCES 291 6.1 SOME DEFINITIONS AND EXAMPLES 292 6.2 EXPONENTIAL DECOUPLING INEQUALITIES FOR SUMS 297 6.3 TAIL PROBABILITY AND L P INEQUALITIES FOR TANGENT SEQUENCES I 302 6.4 TAIL PROBABILITY AND MOMENT INEQUALITIES FOR TANGENT SEQUENCES II: GOOD-LAMBDA INEQUALITIES 308 6.5 DIFFERENTIAL SUBORDINATION AND APPLICATIONS 313 6.6 DECOUPLING INEQUALITIES COMPARED TO MARTINGALE INEQUALITIES 315 6.7 REFERENCES FOR CHAPTER 6 323 7 CONDITIONALLY INDEPENDENT SEQUENCES 325 7.1 THE PRINCIPLE OF CONDITIONING AND RELATED RESULTS 326 7.2 ANALYSIS OF A SEQUENCE OF TWO-BY-TWO TABLES 331 7.3 SHARP L P COMPARISON OF SUMS OF ARBITRARILY DEPENDENT VARIABLES TO SUMS OF CI VARIABLES 336 7.4 REFERENCES FOR CHAPTER 7 348 8 FURTHER APPLICATIONS OF DECOUPLING ~ 349 8.1 RANDOMLY STOPPED CANONICAL [/-STATISTICS 350 8.1.1 WALD'S EQUATION FOR CANONICAL T/-STATISTICS 350 8.1.2 MOMENT BOUNDS FOR REGULAER AND RANDOMLY STOPPED (/-STATISTICS 4 357 8.1.3 MOMENT CONVERGENCE IN ANSCOMBE'S THEOREM FOR [/-STATISTICS 361 8.2 A GENERAL CLASS OF EXPONENTIAL INEQUALITIES FOR MARTINGALES AND RATIOS 367 8.3 REFERENCES FOR CHAPTER 8 375 REFERENCES 377 INDEX 389
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spellingShingle	De la Peña, Victor H. Giné, Evarist 1944-2015 Decoupling from dependence to independence ; randomly stopped processes, U-statistics and processes, martingales and beyond Unabhängige Zufallsvariable - Optimales Stoppen - U-Stichprobenfunktion - Martingal Decoupling (Mathematics) Optimales Stoppen (DE-588)4230259-6 gnd Stochastische Abhängigkeit (DE-588)4220425-2 gnd Martingal (DE-588)4126466-6 gnd U-Stichprobenfunktion (DE-588)4279548-5 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Unabhängige Zufallsvariable (DE-588)4205983-5 gnd
subject_GND	(DE-588)4230259-6 (DE-588)4220425-2 (DE-588)4126466-6 (DE-588)4279548-5 (DE-588)4064324-4 (DE-588)4205983-5
title	Decoupling from dependence to independence ; randomly stopped processes, U-statistics and processes, martingales and beyond
title_auth	Decoupling from dependence to independence ; randomly stopped processes, U-statistics and processes, martingales and beyond
title_exact_search	Decoupling from dependence to independence ; randomly stopped processes, U-statistics and processes, martingales and beyond
title_full	Decoupling from dependence to independence ; randomly stopped processes, U-statistics and processes, martingales and beyond Víctor H. DeLaPeña ; Evarist Giné
title_fullStr	Decoupling from dependence to independence ; randomly stopped processes, U-statistics and processes, martingales and beyond Víctor H. DeLaPeña ; Evarist Giné
title_full_unstemmed	Decoupling from dependence to independence ; randomly stopped processes, U-statistics and processes, martingales and beyond Víctor H. DeLaPeña ; Evarist Giné
title_short	Decoupling
title_sort	decoupling from dependence to independence randomly stopped processes u statistics and processes martingales and beyond
title_sub	from dependence to independence ; randomly stopped processes, U-statistics and processes, martingales and beyond
topic	Unabhängige Zufallsvariable - Optimales Stoppen - U-Stichprobenfunktion - Martingal Decoupling (Mathematics) Optimales Stoppen (DE-588)4230259-6 gnd Stochastische Abhängigkeit (DE-588)4220425-2 gnd Martingal (DE-588)4126466-6 gnd U-Stichprobenfunktion (DE-588)4279548-5 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Unabhängige Zufallsvariable (DE-588)4205983-5 gnd
topic_facet	Unabhängige Zufallsvariable - Optimales Stoppen - U-Stichprobenfunktion - Martingal Decoupling (Mathematics) Optimales Stoppen Stochastische Abhängigkeit Martingal U-Stichprobenfunktion Wahrscheinlichkeitsrechnung Unabhängige Zufallsvariable
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008454741&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT delapenavictorh decouplingfromdependencetoindependencerandomlystoppedprocessesustatisticsandprocessesmartingalesandbeyond AT gineevarist decouplingfromdependencetoindependencerandomlystoppedprocessesustatisticsandprocessesmartingalesandbeyond

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Teilbibliothek Mathematik & Informatik

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