arup bose (43 Ergebnisse)

Zustand: New.

Zustand: New.

Hardcover. Zustand: New. 1st Edition. Contents: Preface. 1. Introduction to U-statistics. 2. Mm-estimators and U-statistics. 3. Introduction to resampling. 4. Resampling U-statistics and M-estimators. 5. An Introduction to R. Bibliography. Author Index. Subject Index. This is an introductory text on a broad class of statistical estimators that are minimizers of convex functions. It covers the basics of U-statistics and Mm-estimators and develops their asymptotic properties. It also provides an elementary introduction to resampling, particularly in the context of these estimators. The final chapter is on practical implementation of the methods presented in other chapters, using the free software R.

23.5 cm x 15.5 cm, 456 g. XV, 174 p. Hardcover. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Texts and Readings in Mathematics, 75. Sprache: Englisch.

Hardcover. Zustand: New. Contents: 1. Measure. 2. Signed measure. 3. Conditional expectation. 4. Martingales. 5. Almost sure and Lp convergence. 6. Application of convergence theorems. 7. Central limit theorem. 8. Additional Topics. This little book, suitable for masters and Ph.D. programs, covers basic results on discrete time martingales and their applications. It includes some additional interesting and useful topics. Adequate details are provided, with exercises within the text and at the end of chapters. Basic results include Doob's optional sampling theorem, Wald identities, Doob's maximal inequality, upcrossing lemma, time-reversed martingales, a variety of convergence results, and a limited discussion of the Burkholder inequalities. Applications include the 0-1 laws of Kolmogorov and Hewitt-Savage, the strong laws for U-statistics and for exchangeable sequences, de-Finetti's theorem for exchangeable sequences, and Kakutani's theorem for product martingales. A simple central limit theorem for martingales is proven and applied to a basic urn model, the trace of a random matrix, and Markov chains. Some of the additional topics covered are forward martingale representation for U-statistics, conditional Borel-Cantelli lemma, Azuma-Hoeffding inequality, conditional three series theorem, strong law for martingales, and the Kesten-Stigum theorem for a simple branching process. A first course in measure theoretic probability is a prerequisite. We have recollected its essential concepts and results, mostly without proofs.

Zustand: New. Brand New. Soft Cover International Edition. Different ISBN and Cover Image. Priced lower than the standard editions which is usually intended to make them more affordable for students abroad. The core content of the book is generally the same as the standard edition. The country selling restrictions may be printed on the book but is no problem for the self-use. This Item maybe shipped from US or any other country as we have multiple locations worldwide.

Zustand: New.

Zustand: New.

Zustand: New.

Zustand: New.

Hardcover. Zustand: New. Contents: Preface. 1. Preliminaries. 2. Classes of sets. 3. Introduction to measures. 4. Extension of measures. 5. Lebesgue-Stieltjes measures. 6. Measurable functions. 7. Integral. 8. Basic inequalities. 9. Lp spaces: topological properties. 10. Product spaces and transition measures. 11. Random variables and vectors. 12. Moments and cumulants. 13. Further modes of convergence of functions. 14. Independence and basic conditional probability. 15.laws. 16. Sums of independent random variables. 17. Convergence of finite measures. 18. Characteristic function. 19. Central limit theorem. 20. Signed measure. 21. Radon-Nikodym theorem. 22. Fundamental theorem of calculus. 23. Conditional expectation. Bibliography. Author Index. Subject Index. This is an introduction to Measure Theory and Measure Theoretic Probability at the upper undergraduate and graduate levels. A familiarity with real analysis is required. Some background in basic probability would be helpful,  but is not essential. The book can be used for courses in both mathematics and mathematical statistics. All the standard topics in measure theory and probability are covered. A large number of exercises are provided throughout the book.

Zustand: New.

Hardcover. Zustand: Brand New. 171 pages. 9.25x6.25x0.75 inches. In Stock.

Zustand: New. In.

Paperback. Zustand: Brand New. 212 pages. 9.21x6.14x0.71 inches. In Stock.

Paperback. Zustand: Brand New. 291 pages. 9.21x6.14x0.71 inches. In Stock.

Paperback. Zustand: Brand New. 296 pages. 9.21x6.14x0.91 inches. In Stock.

Einband - flex.(Paperback). Zustand: New. Arup Bose obtained his B.Stat., M.Stat. and Ph.D. degrees from the Indian Statistical Institute. He has been on its faculty at the Theoretical Statistics and Mathematics Unit, Kolkata, India since 1991. He is a Fellow of the Institute of.

Einband - flex.(Paperback). Zustand: New. Arup Bose is a Professor at the Indian Statistical Institute, Kolkata, India. He is a distinguished researcher in Mathematical Statistics and has been working in high-dimensional random matrices for the last fifteen years. He has been th.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This concise textbook, fashioned along the syllabus for master's and Ph.D. programmes, covers basic results on discrete-time martingales and applications. It includes additional interesting and useful topics, providing the ability to move beyond. Adequate details are provided with exercises within the text and at the end of chapters. Basic results include Doob's optional sampling theorem, Wald identities, Doob's maximal inequality, upcrossing lemma, time-reversed martingales, a variety of convergence results and a limited discussion of the Burkholder inequalities.Applications include the 0-1 laws of Kolmogorov and Hewitt-Savage, the strong laws for U-statistics and exchangeable sequences, De Finetti's theorem for exchangeable sequences and Kakutani's theorem for product martingales. A simple central limit theorem for martingales is proven and applied to a basic urn model, the trace of a random matrix and Markov chains. Additional topics include forward martingale representation for U-statistics, conditional Borel-Cantelli lemma, Azuma-Hoeffding inequality, conditional three series theorem, strong law for martingales and the Kesten-Stigum theorem for a simple branching process. The prerequisite for this course is a first course in measure theoretic probability. The book recollects its essential concepts and results, mostly without proof, but full details have been provided for the Radon-Nikodym theorem and the concept of conditional expectation.

Paperback. Zustand: Brand New. reprint edition. 192 pages. 9.25x6.10x0.44 inches. In Stock.

Taschenbuch. Zustand: Neu. A Little Book of Martingales | Arup Bose (u. a.) | Taschenbuch | Texts and Readings in Mathematics | xv | Englisch | 2025 | Springer | EAN 9789819744749 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Paperback. Zustand: Brand New. 286 pages. 9.19x6.13x0.75 inches. In Stock.

Zustand: New.

Taschenbuch. Zustand: Neu. Large Covariance and Autocovariance Matrices | Arup Bose (u. a.) | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2020 | Taylor & Francis | EAN 9780367734107 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.

Taschenbuch. Zustand: Neu. U-Statistics, Mm-Estimators and Resampling | Arup Bose (u. a.) | Taschenbuch | xv | Englisch | 2019 | Springer | EAN 9789811347566 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Buch. Zustand: Neu. Neuware - This book can serve as a first course on measure theory and measure theoretic probability for upper undergraduate and graduate students of mathematics, statistics and probability. Starting from the basics, the measure theory part covers Caratheodory s theorem, Lebesgue Stieltjes measures, integration theory, Fatou s lemma, dominated convergence theorem, basics of Lp spaces, transition and product measures, Fubini s theorem, construction of the Lebesgue measure in Rd, convergence of finite measures, Jordan Hahn decomposition of signed measures, Radon Nikodym theorem and the fundamental theorem of calculus.The material on probability covers standard topics such as Borel Cantelli lemmas, behaviour of sums of independent random variables, 0-1 laws, weak convergence of probability distributions, in particular via moments and cumulants, and the central limit theorem (via characteristic function, and also via cumulants), and ends with conditional expectation as a natural application of the Radon Nikodym theorem. A unique feature is the discussion of the relation between moments and cumulants, leading to Isserlis formula for moments of products of Gaussian variables and a proof of the central limit theorem avoiding the use of characteristic functions.For clarity, the material is divided into 23 (mostly) short chapters. At the appearance of any new concept, adequate exercises are provided to strengthen it. Additional exercises are provided at the end of almost every chapter. A few results have been stated due to their importance, but their proofs do not belong to a first course. A reasonable familiarity with real analysis is needed, especially for the measure theory part. Having a background in basic probability would be helpful, but we do not assume a prior exposure to probability.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This concise textbook, fashioned along the syllabus for master's and Ph.D. programmes, covers basic results on discrete-time martingales and applications. It includes additional interesting and useful topics, providing the ability to move beyond. Adequate details are provided with exercises within the text and at the end of chapters. Basic results include Doob's optional sampling theorem, Wald identities, Doob's maximal inequality, upcrossing lemma, time-reversed martingales, a variety of convergence results and a limited discussion of the Burkholder inequalities.Applications include the 0-1 laws of Kolmogorov and Hewitt-Savage, the strong laws for U-statistics and exchangeable sequences, De Finetti's theorem for exchangeable sequences and Kakutani's theorem for product martingales. A simple central limit theorem for martingales is proven and applied to a basic urn model, the trace of a random matrix and Markov chains. Additional topics include forward martingale representation for U-statistics, conditional Borel-Cantelli lemma, Azuma-Hoeffding inequality, conditional three series theorem, strong law for martingales and the Kesten-Stigum theorem for a simple branching process. The prerequisite for this course is a first course in measure theoretic probability. The book recollects its essential concepts and results, mostly without proof, but full details have been provided for the Radon-Nikodym theorem and the concept of conditional expectation.

Taschenbuch. Zustand: Neu. Neuware - Circulant matrices have been around for a long time and have been extensively used in many scientific areas. This book studies the properties of the eigenvalues for various types of circulant matrices, such as the usual circulant, the reverse circulant, and the k-circulant when the dimension of the matrices grow and the entries are random.

Taschenbuch. Zustand: Neu. Neuware - Large dimensional random matrices (LDRM) with specific patterns arise in econometrics, computer science, mathematics, physics, and statistics. This book provides an easy initiation to LDRM. Through a unified approach, we investigate the existence and properties of the limiting spectral distribution (LSD) of different patterned random matrices as the dimension grows. The main ingredients are the method of moments and normal approximation with rudimentary combinatorics for support. Some elementary results from matrix theory are also used. By stretching the moment arguments, we also have a brush with the intriguing but difficult concepts of joint convergence of sequences of random matrices and its ramifications.