Mixing: properties and examples
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Springer
1994
|
| Schriftenreihe: | Lecture notes in statistics
85 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | XII, 142 S. graph. Darst. |
| ISBN: | 3540942149 0387942149 9780387942148 |
Internformat
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| 245 | 1 | 0 | |a Mixing |b properties and examples |c Paul Doukhan |
| 264 | 1 | |a New York [u.a.] |b Springer |c 1994 | |
| 300 | |a XII, 142 S. |b graph. Darst. | ||
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| 490 | 1 | |a Lecture notes in statistics |v 85 | |
| 500 | |a Hier auch später erschienene, unveränderte Nachdrucke | ||
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| 650 | 7 | |a Théorèmes limites (Théorie des probabilités) |2 ram | |
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| 650 | 4 | |a Stochastic processes | |
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Datensatz im Suchindex
| _version_ | 1804122796573327360 |
|---|---|
| adam_text | Contents Introduction Notations... 1. General properties..................................................................................... I 1.1. Dependence of σ-lìclds........................................................................................3 1.2. Basic tools....................................................................................................... 7 1.2.1. Reconstruction techniques..............................................................7 1.2.2. Covariance inequalities......................................................................... 9 1.3. Mixing..................................................................................................................IS 1.3.1. Mixing random fields...........................................................................16 1.3.2. Mixing processes................................................................................. IS 1.3.3. Weak conditions for processes...................................................... ’...21 1.3.4. Miscellany............................................................................................. 22 1.4. Tools....................................................................................................................25 1.4.1. Moment inequalities............................................................................. 25 1.4.2. Exponential inequalities................................................................33 1.4.3. Maximal inequalities............................................................................40 1.5. Central 1.5.1
1.5.2. 1.5.3. 2· Examples...................................................................................................55 2.1. Gaussian random fields............................................................................. 57 2.1.1. An explicit hound......................................................................... 58 2.1.2. Mixing rates......................................................................................... 2.2. Gibbs fields.......................................................................... 2.2.1 Dobrushin theory.................................................. limit theorem...........................................................................................45 Sufficient conditions...........................................................................4 5 Convergence rates................................................................................ 48 Dimension dependent rates................................................................. 49 2.2.1.1. 2.2.1.2. 2.2.1.3. Comparison between specifications................. Dobrushin s condition................................... Mixing condition........................................... 2.2.2 Markov fields........................................................ 2.2.3 Non compact case................................................ 2.2.2. J. 2.2.3.1. 2.2.3.2. Potentials.......................................................... Point processes.................................................. Diffusions........................................................... .63 .63 .64
.65 .66 .67 ..67 .70 .71 .72
x 2.3. Linear fields................................................................................................. 75 2.3.1. Independent innovations......................................................... 77 2.3.2. Dependent innovations............................................................80 2.3.3. Proofs............................................................................................ 81 2.3.4. Miscellany.......................................................................................84 2.4. Markov processes........................................................................................ 87 2.4.0.1. A class of non linear models.............................................................. 93 2.4.O.2. Dynamical systems approach............................................................. 93 2.4.0.3. Annealing............................................................................................ 94 2.4.1. Polynomial AR processes.............................................................. 96 2.4.1.1. Bilinear models................................................................................... 98 2.4.1.2. ARMA models.................................................................................98 2.4.2. Nonlinear processes................................................................ 100 2.4.2.1. 2.4.2.2. 2.4.2.3. 2.5. Continuous time processes.... 2.5.1. Markov processes.... 2.5.2. Operators.................. 2.5.3. Diffusion processes.. 2.5.4. Hypermixing............. 2.5.5. Hypercontractivity 2.5.6. Ultracontractivily......
2.5.7. Genera! SDE............. Bibliography Index ARX(k, q) nonlinear processes.........................................................100 AR(I) nonlinear processes............................................................... 104 Financial nonlinear processes...........................................................106 .............. Ill 111 111 113 118 119 121 122 125 14!
|
| any_adam_object | 1 |
| author | Doukhan, Paul 1955- |
| author_GND | (DE-588)11369363X |
| author_facet | Doukhan, Paul 1955- |
| author_role | aut |
| author_sort | Doukhan, Paul 1955- |
| author_variant | p d pd |
| building | Verbundindex |
| bvnumber | BV008428266 |
| callnumber-first | Q - Science |
| callnumber-label | QA273 |
| callnumber-raw | QA273.67 |
| callnumber-search | QA273.67 |
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| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 230 SI 856 SK 800 |
| ctrlnum | (OCoLC)29549238 (DE-599)BVBBV008428266 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV008428266 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:19:34Z |
| institution | BVB |
| isbn | 3540942149 0387942149 9780387942148 |
| language | English |
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| physical | XII, 142 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in statistics |
| series2 | Lecture notes in statistics |
| spelling | Doukhan, Paul 1955- Verfasser (DE-588)11369363X aut Mixing properties and examples Paul Doukhan New York [u.a.] Springer 1994 XII, 142 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in statistics 85 Hier auch später erschienene, unveränderte Nachdrucke Processus stochastiques Processus stochastiques ram Stochastische processen gtt Théorèmes limites (Théorie des probabilités) Théorèmes limites (Théorie des probabilités) ram Limit theorems (Probability theory) Stochastic processes Zufälliges Feld (DE-588)4191094-1 gnd rswk-swf Schwache Abhängigkeit (DE-588)4284045-4 gnd rswk-swf Mischung Mathematik (DE-588)4319045-5 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Grenzwertsatz (DE-588)4158163-5 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Mischung Mathematik (DE-588)4319045-5 s DE-604 Schwache Abhängigkeit (DE-588)4284045-4 s Zufälliges Feld (DE-588)4191094-1 s Grenzwertsatz (DE-588)4158163-5 s 1\p DE-604 Erscheint auch als Online-Ausgabe 978-1-4612-2642-0 Lecture notes in statistics 85 (DE-604)BV002447846 85 Digitalisierung UB Bamberg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005552571&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Doukhan, Paul 1955- Mixing properties and examples Lecture notes in statistics Processus stochastiques Processus stochastiques ram Stochastische processen gtt Théorèmes limites (Théorie des probabilités) Théorèmes limites (Théorie des probabilités) ram Limit theorems (Probability theory) Stochastic processes Zufälliges Feld (DE-588)4191094-1 gnd Schwache Abhängigkeit (DE-588)4284045-4 gnd Mischung Mathematik (DE-588)4319045-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
| subject_GND | (DE-588)4191094-1 (DE-588)4284045-4 (DE-588)4319045-5 (DE-588)4057630-9 (DE-588)4158163-5 |
| title | Mixing properties and examples |
| title_auth | Mixing properties and examples |
| title_exact_search | Mixing properties and examples |
| title_full | Mixing properties and examples Paul Doukhan |
| title_fullStr | Mixing properties and examples Paul Doukhan |
| title_full_unstemmed | Mixing properties and examples Paul Doukhan |
| title_short | Mixing |
| title_sort | mixing properties and examples |
| title_sub | properties and examples |
| topic | Processus stochastiques Processus stochastiques ram Stochastische processen gtt Théorèmes limites (Théorie des probabilités) Théorèmes limites (Théorie des probabilités) ram Limit theorems (Probability theory) Stochastic processes Zufälliges Feld (DE-588)4191094-1 gnd Schwache Abhängigkeit (DE-588)4284045-4 gnd Mischung Mathematik (DE-588)4319045-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
| topic_facet | Processus stochastiques Stochastische processen Théorèmes limites (Théorie des probabilités) Limit theorems (Probability theory) Stochastic processes Zufälliges Feld Schwache Abhängigkeit Mischung Mathematik Stochastischer Prozess Grenzwertsatz |
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