登入選單
返回Google圖書搜尋
The Laws of Large Numbers
Pál Révész
出版Academic Press, 2014-06-20
主題Mathematics / General
ISBN14832690279781483269023
URLhttp://books.google.com.hk/books?id=ocHiBQAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋The Law of Large Numbers deals with three types of law of large numbers according to the following convergences: stochastic, mean, and convergence with probability 1. The book also investigates the rate of convergence and the laws of the iterated logarithm. It reviews measure theory, probability theory, stochastic processes, ergodic theory, orthogonal series, Huber spaces, Banach spaces, as well as the special concepts and general theorems of the laws of large numbers. The text discusses the laws of large numbers of different classes of stochastic processes, such as independent random variables, orthogonal random variables, stationary sequences, symmetrically dependent random variables and their generalizations, and also Markov chains. It presents other laws of large numbers for subsequences of sequences of random variables, including some general laws of large numbers which are not related to any concrete class of stochastic processes. The text cites applications of the theorems, as in numbers theory, statistics, and information theory. The text is suitable for mathematicians, economists, scientists, statisticians, or researchers involved with the probability and relative frequency of large numbers.