Asymptotic Methods in Probability and Statistics with Applications
This book presents thirty-eight extensive and carefully edited chapters written by prominent researchers, providing an up-to-date survey of new asymptotic methods in science, engineering, and technology. The chapters contain broad coverage of recent developments and innovative techniques in a wide range of theoretical and numerical issues in the field of asymptotic methods in probability and mathematical statistics.
The book is organized into ten thematic parts: probability distributions; characterizations of distributions; probabilities and measures in high-dimensional structures; weak and strong limit theorems; large deviation probabilities; empirical processes; order statistics and records; estimation of parameters and hypotheses testing; random walks; and applications to finance. Written in an accessible style, this book conveys a clear and practical perspective of asymptotic methods.
Features and topics:
* Recent developments in asymptotic methods
* Parametric and nonparametric inference
* Distribution theory
* Stochastic processes
* Order statistics
* Record values and characterizations
Asymptotic Methods in Probability and Statistics with Applications is an essential resource for researchers, practitioners, and professionals involved in theoretical and applied probability and/or in theoretical and applied statistics. Various chapters of the volume will also appeal to industrial statisticians and financial economists.