Inequalities and Extremal Problems in Probability and Statistics: Selected Topics

ISBN-13: 9780128098189 / Angielski / Miękka / 2017 / 198 str.

Iosif Pinelis; Victor H. De La Pena; Rustam Ibragimov

Opis

Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathematics, the sciences, and engineering. The book enables the reader to grasp the importance of inequalities and how they relate to probability and statistics. This will be an extremely useful book for researchers and graduate students in probability, statistics, and econometrics, as well as specialists working across sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks.

• Teaches users how to understand useful inequalities
• Applicable across mathematics, sciences, and engineering
• Presented by a team of leading experts

Recenzje

"This volume presents six articles on important inequalities in probability and statistics, and related extremal problems. These include uniform and non-uniform Berry-Esseen bounds and inequalities for martingales, random polynomials and generalized cross-moments. Each of these articles presents the state of the art in the relevant area, together with some new techniques, results or applications." --zbMATH Open

Spis treści

1. Method of moments and sharp inequalities for martingales 2. On a class of optimal stopping problems of nonintegral type 3. On the absolute constants in Nagaev - Bikelis-type inequalities 4. On the nonuniform Berry - Esseen-type bound 5. On the Berry - Esseen bound for the Student statistic 6. Sharp probability inequalities for random polynomials, generalized sample cross-moments and studentized processes

O autorze

Iosif Pinelis is Professor in the Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USA. Victor de la Peña is Professor at the Department of Statistics, Columbia University, USA. Rustam Ibragimov is Professor of Finance and Econometrics at Imperial College Business School, UK. Adam Osekowski is Associate Professor at the Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Poland. Irina Shevtsova is Associate Professor at Moscow State University, and Senior Researcher at the Institute of Informatics Problems of the Federal Research Center "Computer Science and Control” of the Russian Academy of Sciences, Russia.