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U-Statistics in Banach Spaces
IU. IUrii Vasilevich Borovskikh
出版
VSP
, 1996-01-01
主題
Mathematics / Geometry / General
Architecture / Interior Design / General
Science / General
ISBN
9789067642002
9067642002
URL
http://books.google.com.hk/books?id=WVcdHogPSugC&hl=&source=gbs_api
EBook
SAMPLE
註釋
U-statistics are universal objects of modern probabilistic summation theory. They appear in various statistical problems and have very important applications. The mathematical nature of this class of random variables has a functional character and, therefore, leads to the investigation of probabilistic distributions in infinite-dimensional spaces. The situation when the kernel of a U-statistic takes values in a Banach space, turns out to be the most natural and interesting.
In this book, the author presents in a systematic form the probabilistic theory of U-statistics with values in Banach spaces (UB-statistics), which has been developed to date. The exposition of the material in this book is based around the following topics:
algebraic and martingale properties of U-statistics; inequalities; law of large numbers; the central limit theorem; weak convergence to a Gaussian chaos and multiple stochastic integrals; invariance principle and functional limit theorems; estimates of the rate of weak convergence; asymptotic expansion of distributions; large deviations; law of iterated logarithm; dependent variables; relation between Banach-valued U-statistics and functionals from permanent random measures.