Probability Inequalities

Author : Zhengyan Lin,Zhidong Bai
Publisher : Springer Science & Business Media
Page : 181 pages
File Size : 49,8 Mb
Release : 2011-05-30
Category : Mathematics
ISBN : 9783642052613

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Probability Inequalities by Zhengyan Lin,Zhidong Bai Pdf

Inequality has become an essential tool in many areas of mathematical research, for example in probability and statistics where it is frequently used in the proofs. "Probability Inequalities" covers inequalities related with events, distribution functions, characteristic functions, moments and random variables (elements) and their sum. The book shall serve as a useful tool and reference for scientists in the areas of probability and statistics, and applied mathematics. Prof. Zhengyan Lin is a fellow of the Institute of Mathematical Statistics and currently a professor at Zhejiang University, Hangzhou, China. He is the prize winner of National Natural Science Award of China in 1997. Prof. Zhidong Bai is a fellow of TWAS and the Institute of Mathematical Statistics; he is a professor at the National University of Singapore and Northeast Normal University, Changchun, China.

Author : Y. L. Tong
Publisher : Academic Press
Page : 255 pages
File Size : 46,6 Mb
Release : 2014-07-10
Category : Mathematics
ISBN : 9781483269214

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Probability Inequalities in Multivariate Distributions by Y. L. Tong Pdf

Probability Inequalities in Multivariate Distributions is a comprehensive treatment of probability inequalities in multivariate distributions, balancing the treatment between theory and applications. The book is concerned only with those inequalities that are of types T1-T5. The conditions for such inequalities range from very specific to very general. Comprised of eight chapters, this volume begins by presenting a classification of probability inequalities, followed by a discussion on inequalities for multivariate normal distribution as well as their dependence on correlation coefficients. The reader is then introduced to inequalities for other well-known distributions, including the multivariate distributions of t, chi-square, and F; inequalities for a class of symmetric unimodal distributions and for a certain class of random variables that are positively dependent by association or by mixture; and inequalities obtainable through the mathematical tool of majorization and weak majorization. The book also describes some distribution-free inequalities before concluding with an overview of their applications in simultaneous confidence regions, hypothesis testing, multiple decision problems, and reliability and life testing. This monograph is intended for mathematicians, statisticians, students, and those who are primarily interested in inequalities.

Author : Yung Liang Tong
Publisher : IMS
Page : 270 pages
File Size : 41,9 Mb
Release : 1984
Category : Mathematics
ISBN : 0940600048

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Inequalities in Statistics and Probability by Yung Liang Tong Pdf

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 44,7 Mb
Release : 2024-05-04
Category : Electronic
ISBN : 9789814467131

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Probabilistic Inequalities by Anonim Pdf

Author : Neil S. Barnett
Publisher : Nova Publishers
Page : 244 pages
File Size : 42,7 Mb
Release : 2008
Category : Mathematics
ISBN : 1600219438

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Advances in Inequalities from Probability Theory and Statistics by Neil S. Barnett Pdf

This is the first in a series of research monographs that focus on the research, development and use of inequalities in probability and statistics. All of the papers have been peer refereed and this first edition covers a range of topics that include both survey material of published work as well as new results appearing in print for the first time.

Author : Iosif Pinelis,Victor H. de la Peña,Rustam Ibragimov,Adam Osȩkowski,Irina Shevtsova
Publisher : Academic Press
Page : 198 pages
File Size : 40,7 Mb
Release : 2017-05-10
Category : Mathematics
ISBN : 9780128098929

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Inequalities and Extremal Problems in Probability and Statistics by Iosif Pinelis,Victor H. de la Peña,Rustam Ibragimov,Adam Osȩkowski,Irina Shevtsova Pdf

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

Author : Wassily Hoeffding
Publisher : Springer Science & Business Media
Page : 653 pages
File Size : 53,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461208655

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The Collected Works of Wassily Hoeffding by Wassily Hoeffding Pdf

It has been a rare privilege to assemble this volume of Wassily Hoeffding's Collected Works. Wassily was, variously, a teacher, supervisor and colleague to us, and his work has had a profound influence on our own. Yet this would not be sufficient reason to publish his collected works. The additional and overwhelmingly compelling justification comes from the fun damental nature of his contributions to Statistics and Probability. Not only were his ideas original, and far-reaching in their implications; Wassily de veloped them so completely and elegantly in his papers that they are still cited as prime references up to half a century later. However, three of his earliest papers are cited rarely, if ever. These include material from his doctoral dissertation. They were written in German, and two of them were published in relatively obscure series. Rather than reprint the original articles, we have chosen to have them translated into English. These trans lations appear in this book, making Wassily's earliest research available to a wide audience for the first time. All other articles (including those of his contributions to Mathematical Reviews which go beyond a simple reporting of contents of articles) have been reproduced as they appeared, together with annotations and corrections made by Wassily on some private copies of his papers. Preceding these articles are three review papers which dis cuss the . impact of his work in some of the areas where he made major contributions.

Author : Peter Tan
Publisher : Unknown
Page : 182 pages
File Size : 53,5 Mb
Release : 1971
Category : Inequalities (Mathematics)
ISBN : STANFORD:36105131506292

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A Short Course in Elementary Probability Inequalities by Peter Tan Pdf

Author : Peter Bullen
Publisher : CRC Press
Page : 298 pages
File Size : 53,5 Mb
Release : 1998-08-21
Category : Mathematics
ISBN : 0582327482

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A Dictionary of Inequalities by Peter Bullen Pdf

The literature on inequalities is vast-in recent years the number of papers as well as the number of journals devoted to the subject have increased dramatically. At best, locating a particular inequality within the literature can be a cumbersome task. A Dictionary of Inequalities ends the dilemma of where to turn to find a result, a related inequality, or the references to the information you need. It provides a concise, alphabetical listing of each inequality-by its common name or its subject-with a short statement of the result, some comments, references to related inequalities, and a list of sources for further information. The author uses only the most elementary of mathematical terminology and does not offer proofs, thus making an interest in inequalities the only prerequisite for using the text. The author focuses on intuitive, physical forms of inequalities rather than their most general versions, and retains the beauty and importance of original versions rather than listing their later, abstract forms. He presents each in its simplest form with other renditions, such as for complex numbers and vectors, as extensions or under different headings. He has kept the book to a more manageable size by omitting inequalities in areas-such as elementary geometric and trigonometric inequalities-rarely used outside their fields. The end result is a current, concise, reference that puts the essential results on inequalities within easy reach. A Dictionary of Inequalities carries the beauty and attraction of the best and most successful dictionaries: on looking up a given item, the reader is likely to be intrigued and led by interest to others.

Author : Peter Bullen
Publisher : CRC Press
Page : 390 pages
File Size : 42,9 Mb
Release : 2015-06-15
Category : Mathematics
ISBN : 9781482237627

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Dictionary of Inequalities by Peter Bullen Pdf

Adding new results that have appeared in the last 15 years, Dictionary of Inequalities, Second Edition provides an easy way for researchers to locate an inequality by name or subject. This edition offers an up-to-date, alphabetical listing of each inequality with a short statement of the result, some comments, references to related inequalities, an

Author : Odile Pons
Publisher : World Scientific
Page : 308 pages
File Size : 51,7 Mb
Release : 2016-11-03
Category : Mathematics
ISBN : 9789813144002

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Inequalities in Analysis and Probability by Odile Pons Pdf

The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of many new results are presented in great detail. Original tools are developed for spatial point processes and stochastic integration with respect to local martingales in the plane. This second edition covers properties of random variables and time continuous local martingales with a discontinuous predictable compensator, with exponential inequalities and new inequalities for their maximum variable and their p-variations. A chapter on stochastic calculus presents the exponential sub-martingales developed for stationary processes and their properties. Another chapter devoted itself to the renewal theory of processes and to semi-Markovian processes, branching processes and shock processes. The Chapman–Kolmogorov equations for strong semi-Markovian processes provide equations for their hitting times in a functional setting which extends the exponential properties of the Markovian processes.

Author : Qiang Ji
Publisher : Academic Press
Page : 322 pages
File Size : 47,9 Mb
Release : 2019-12-12
Category : Technology & Engineering
ISBN : 9780128034958

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Probabilistic Graphical Models for Computer Vision. by Qiang Ji Pdf

Probabilistic Graphical Models for Computer Vision introduces probabilistic graphical models (PGMs) for computer vision problems and teaches how to develop the PGM model from training data. This book discusses PGMs and their significance in the context of solving computer vision problems, giving the basic concepts, definitions and properties. It also provides a comprehensive introduction to well-established theories for different types of PGMs, including both directed and undirected PGMs, such as Bayesian Networks, Markov Networks and their variants. Discusses PGM theories and techniques with computer vision examples Focuses on well-established PGM theories that are accompanied by corresponding pseudocode for computer vision Includes an extensive list of references, online resources and a list of publicly available and commercial software Covers computer vision tasks, including feature extraction and image segmentation, object and facial recognition, human activity recognition, object tracking and 3D reconstruction

Author : Evariste Giné,Christian Houdré,David Nualart
Publisher : Birkhäuser
Page : 362 pages
File Size : 51,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034880695

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Stochastic Inequalities and Applications by Evariste Giné,Christian Houdré,David Nualart Pdf

Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.

Author : Roman Vershynin
Publisher : Cambridge University Press
Page : 299 pages
File Size : 48,7 Mb
Release : 2018-09-27
Category : Business & Economics
ISBN : 9781108415194

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High-Dimensional Probability by Roman Vershynin Pdf

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Author : Bernard Bercu,Bernard Delyon,Emmanuel Rio
Publisher : Springer
Page : 120 pages
File Size : 46,5 Mb
Release : 2015-09-29
Category : Mathematics
ISBN : 9783319220994

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Concentration Inequalities for Sums and Martingales by Bernard Bercu,Bernard Delyon,Emmanuel Rio Pdf

The purpose of this book is to provide an overview of historical and recent results on concentration inequalities for sums of independent random variables and for martingales. The first chapter is devoted to classical asymptotic results in probability such as the strong law of large numbers and the central limit theorem. Our goal is to show that it is really interesting to make use of concentration inequalities for sums and martingales. The second chapter deals with classical concentration inequalities for sums of independent random variables such as the famous Hoeffding, Bennett, Bernstein and Talagrand inequalities. Further results and improvements are also provided such as the missing factors in those inequalities. The third chapter concerns concentration inequalities for martingales such as Azuma-Hoeffding, Freedman and De la Pena inequalities. Several extensions are also provided. The fourth chapter is devoted to applications of concentration inequalities in probability and statistics.