Name: Limit Theorems for Associated Random Fields and Related Systems
SKU: 1954827
Price: 7351.00 TWD
Availability: InStock
Author: Bulinski, Alexander ; Shashkin, Alexey
ISBN: 9789812709400

portada Limit Theorems for Associated Random Fields and Related Systems

Limit Theorems for Associated Random Fields and Related Systems

Type

Physical Book

Author

Alexander Bulinski

Alexey Shashkin

Publisher

World Scientific Publishing Company

Language

English

Pages

448

Format

Hardcover

Dimensions

24.9x16.5x2.3 cm

Weight

0.93 kg.

ISBN

9812709401

ISBN13

9789812709400

Synopsis "Limit Theorems for Associated Random Fields and Related Systems"

This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).