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Mixing : Properties and Examples : Texts in Applied Mathematics - Paul Doukhan

Mixing : Properties and Examples

Texts in Applied Mathematics

Paperback

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Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes, central limit theorems as well as being a topic of current research interest in its own right. The aim of this monograph is to provide a study of applications of dependence in probability and statistics. It is divided in two parts, the first covering the definitions and probabilistic properties of mixing theory. The second part describes mixing properties of classical processes and random fields as well as providing a detailed study of linear and Gaussian fields. Consequently, this book will provide statisticians dealing with problems involving weak dependence properties with a powerful tool.

Introduction
Notations
General propertiesp. 1
Dependence of [sigma]-fieldsp. 3
Basic toolsp. 7
Mixingp. 15
Toolsp. 25
Central limit theoremp. 45
Examplesp. 55
Gaussian random fieldsp. 57
Gibbs fieldsp. 63
Linear fieldsp. 75
Markov processesp. 87
Continuous time processesp. 111
Bibliographyp. 125
Indexp. 141
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780387942148
ISBN-10: 0387942149
Series: Texts in Applied Mathematics
Audience: General
Format: Paperback
Language: English
Number Of Pages: 142
Publisher: Springer-Verlag New York Inc.
Country of Publication: US
Dimensions (cm): 23.5 x 15.49  x 0.89
Weight (kg): 0.28