Limit theory for mixing dependent random variables

Limit theory for mixing dependent random variables

Author
Lin Zhengyan, Lu Chuanrong
Publisher
Springer
Language
English
Edition
1st Edition.
Year
2010
Page
442
ISBN
9789048147489,9048147484
File Type
djvu
File Size
3.2 MiB

For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence (approximation), limit behaviour of some statistics with a mixing sample, and many useful tools are provided.
Audience: This volume will be of interest to researchers and graduate students in the field of probability and statistics, whose work involves dependent data (variables).

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