Asymptotics for Associated Random Variables

ISBN-13: 9783642255311 / Angielski / Twarda / 2012 / 194 str.

Paulo Eduardo Oliveira

Opis

The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many asymptotic results were proved and improved. Despite this increased interest, characterizations and results remained essentially scattered in the literature published in different journals. The goal of this book is to bring together the bulk of these results, presenting the theory in a unified way, explaining relations and implications of the results. It will present basic definitions and characterizations, followed by a collection of relevant inequalities. These are then applied to characterize almost sure and weak convergence of sequences of associated variables. It will also cover applications of positive dependence to the characterization of asymptotic results in nonparametric statistics. The book is directed towards researchers in probability and statistics, with particular emphasis on people interested in nonparametric methods. It will also be of interest to graduate students in those areas. The book could also be used as a reference on association in a course covering dependent variables and their asymptotics.
As prerequisite, readers should have knowledge of basic probability on the reals and on metric spaces. Some acquaintance with the asymptotics of random functions, such us empirical processes and partial sums processes, is useful but not essential.

Recenzje

From the book reviews:

"The book under review is to collect the bulk of the results by presenting the theory in a unifying way, explaining the results and the implications of the results which are scattered in various journals. ... This book is a welcome addition to the literature as many results in it are appearing for the first time in book form; hence the book serves as a valuable reference for researchers interested in association of random variables and the related asymptotics." (Sreenivasan Ravi, Mathematical Reviews, June, 2014)

Spis treści

Positive Dependence.- Inequalities.- Almost Sure Convergence.- Convergence in Distribution.- Convergence in Distribution – Functional Results.- Appendices A General Iinequalities.- B General Results on Large.- C Miscellaneous.- References.- Index.

O autorze

Paulo Eduardo Aragão Aleixo e Neves de Oliveira is a member of the Centre for Mathematics at the University of Coimbra, where he studied mathematics and received his B.Sc. in mathematics in 1984. He was awarded a Ph.D. in applied mathematics from the University of Lille I, France, in 1991. Since then he has held several academic positions at the University of Coimbra and has been a full professor since 2004.