Vladimir S Korolyuk

(Author)

Theory of U-Statistics (1994)Hardcover - 1994, 30 November 1993

Theory of U-Statistics (1994)
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Part of Series
Mathematics and Its Applications
Part of Series
Fundamental Theories of Physics
Part of Series
Mathematics and Its Applications (Closed)
Print Length
554 pages
Language
English
Publisher
Springer
Date Published
30 Nov 1993
ISBN-10
0792326083
ISBN-13
9780792326083

Description

The theory of U-statistics goes back to the fundamental work of Hoeffding [1], in which he proved the central limit theorem. During last forty years the interest to this class of random variables has been permanently increasing, and thus, the new intensively developing branch of probability theory has been formed. The U-statistics are one of the universal objects of the modem probability theory of summation. On the one hand, they are more complicated "algebraically" than sums of independent random variables and vectors, and on the other hand, they contain essential elements of dependence which display themselves in the martingale properties. In addition, the U -statistics as an object of mathematical statistics occupy one of the central places in statistical problems. The development of the theory of U-statistics is stipulated by the influence of the classical theory of summation of independent random variables: The law of large num- bers, central limit theorem, invariance principle, and the law of the iterated logarithm we re proved, the estimates of convergence rate were obtained, etc.

Product Details

Authors:
Vladimir S KorolyukY V Borovskich
Book Edition:
1994
Book Format:
Hardcover
Country of Origin:
US
Date Published:
30 November 1993
Dimensions:
23.39 x 15.6 x 3.18 cm
ISBN-10:
0792326083
ISBN-13:
9780792326083
Language:
English
Location:
Dordrecht
Pages:
554
Publisher:
Weight:
966.15 gm

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