For almost fifty years, Richard M. Dudley has been extremely influential in the development of several areas of Probability. His work on Gaussian processes led to the understanding of the basic fact that their sample boundedness and continuity should be characterized in terms of proper measures of complexity of their parameter spaces equipped with the intrinsic covariance metric. His sufficient condition for sample continuity in terms of metric entropy is widely used and was proved by X. Fernique to be necessary for stationary Gaussian processes, whereas its more subtle versions...
For almost fifty years, Richard M. Dudley has been extremely influential in the development of several areas of Probability. His work on Gaussian p...
This book chronicles Donald Burkholder's thirty-five year study of martingales and its consequences. Here are some of the highlights.
Pioneering work by Burkholder and Donald Austin on the discrete time martingale square function led to Burkholder and Richard Gundy's proof of inequalities comparing the quadratic variations and maximal functions of continuous martingales, inequalities which are now indispensable tools for stochastic analysis. Part of their proof showed how novel distributional inequalities between the maximal function and quadratic variation lead to inequalities for...
This book chronicles Donald Burkholder's thirty-five year study of martingales and its consequences. Here are some of the highlights.
In 1945, very early in the history of the development of a rigorous analytical theory of probability, Feller (1945) wrote a paper called "The fundamental limit theorems in probability" in which he set out what he considered to be "the two most important limit theorems in the modern theory of probability: the central limit theorem and the recently discovered ... 'Kolmogoroff's cel- ebrated law of the iterated logarithm' ." A little later in the article he added to these, via a charming description, the "little brother (of the central limit theo- rem), the weak law of large numbers," and also...
In 1945, very early in the history of the development of a rigorous analytical theory of probability, Feller (1945) wrote a paper called "The fundamen...
During the second half of the 20th century, Murray Rosenblatt was one of the most celebrated and leading figures in probability and statistics. Among his many contributions, Rosenblatt conducted seminal work on density estimation, central limit theorems under strong mixing conditions, spectral domain methodology, long memory processes and Markov processes. He has published over 130 papers and 5 books, many as relevant today as when they first appeared decades ago. Murray Rosenblatt was one of the founding members of the Department of Mathematics at the University of California at San Diego...
During the second half of the 20th century, Murray Rosenblatt was one of the most celebrated and leading figures in probability and statistics. Amo...
These volumes present a selection of Erich L. Lehmann's monumental contributions to Statistics. These works are multifaceted. His early work included fundamental contributions to hypothesis testing, theory of point estimation, and more generally to decision theory. His work in Nonparametric Statistics was groundbreaking. His fundamental contributions in this area include results that came to assuage the anxiety of statisticians that were skeptical of nonparametric methodologies, and his work on concepts of dependence has created a large literature.
The two volumes are divided into...
These volumes present a selection of Erich L. Lehmann's monumental contributions to Statistics. These works are multifaceted. His early work includ...
This volume contains 30 of the most influential papers by this eminent and widely published statistical scientist. The contents cover all his key fields--those of time series and point process analysis, seismology, neurophysiology, and population biology.
This volume contains 30 of the most influential papers by this eminent and widely published statistical scientist. The contents cover all his key fiel...
This volume presents selections of Peter J. Bickel's major papers, along with comments on their novelty and impact on the subsequent development of statistics as a discipline. Each of the eight parts concerns a particular area of research and provides new commentary by experts in the area. The parts range from Rank-Based Nonparametrics to Function Estimation and Bootstrap Resampling. Peter's amazing career encompasses the majority of statistical developments in the last half-century or about about half of the entire history of the systematic development of statistics. This volume shares...
This volume presents selections of Peter J. Bickel's major papers, along with comments on their novelty and impact on the subsequent development of st...
This volume presents selections of Peter J. Bickel's major papers, along with comments on their novelty and impact on the subsequent development of statistics as a discipline. Each of the eight parts concerns a particular area of research and provides new commentary by experts in the area. The parts range from Rank-Based Nonparametrics to Function Estimation and Bootstrap Resampling. Peter's amazing career encompasses the majority of statistical developments in the last half-century or about about half of the entire history of the systematic development of statistics. This volume shares...
This volume presents selections of Peter J. Bickel's major papers, along with comments on their novelty and impact on the subsequent development of st...
Formulated through discussions with van Zwet himself, this volume is a collection of papers that truly reflects the range of the subject's research, and which covers themes ranging from asymptotic theory to probability and second-order approximations.
Formulated through discussions with van Zwet himself, this volume is a collection of papers that truly reflects the range of the subject's research, a...
The two volumes of this edition cover the range of Lehmann's monumental contribution to statistics, including his groundbreaking work on nonparametrics. Complete with commentaries and an exhaustive bibliography, this should be in every statistician's library.
The two volumes of this edition cover the range of Lehmann's monumental contribution to statistics, including his groundbreaking work on nonparametric...
