Convergence of Probability Measures

Convergence of Probability Measures
Автор
 
Год
 
Страниц
 
263

Описание:

A new look at weak-convergence methods in metric spaces-from a master of probability theory In this new edition, Patrick Billingsley updates his classic work Convergence of Probability Measures to reflect developments of the past thirty years. Widely known for his straightforward approach and reader-friendly style, Dr. Billingsley presents a clear, precise, up-to-date account of probability limit theory in metric spaces. He incorporates many examples and applications that illustrate the power and utility of this theory in a range of disciplines-from analysis and number theory to statistics, engineering, economics, and population biology. With an emphasis on the simplicity of the mathematics and smooth transitions between topics, the Second Edition boasts major revisions of the sections on dependent random variables as well as new sections on relative measure, on lacunary trigonometric series, and on the Poisson-Dirichlet distribution as a description of the long cycles in permutations and the large divisors of integers. Assuming only standard measure-theoretic probability and metric-space topology, Convergence of Probability Measures provides statisticians and mathematicians with basic tools of probability theory as well as a springboard to the "industrial-strength" literature available today.

Похожие книги

Western PhilosophyWestern Philosophy
Автор: John G. Cottingham
Год: 2007
The Experimental Determination of SolubilitiesThe Experimental Determination of Solubilities
Автор: G. T. Hefter
Год: 2003
Development and testing of high-resolution upwind schemesDevelopment and testing of high-resolution upwind schemes
Автор: Rafael Alves Bonfim de Queiroz
Год: 2010
Geodynamics of the Lithosphere: An IntroductionGeodynamics of the Lithosphere: An Introduction
Автор: Stuwe K.
Год: 2007