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- About this book
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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.
- Table of contents (10 chapters)
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Dependence of σ-fields
Pages 3-5
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Basic tools
Pages 7-13
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Mixing
Pages 15-23
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Tools
Pages 25-44
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Central limit theorems
Pages 45-53
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Table of contents (10 chapters)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Mixing
- Book Subtitle
- Properties and Examples
- Authors
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- Paul Doukhan
- Series Title
- Lecture Notes in Statistics
- Series Volume
- 85
- Copyright
- 1994
- Publisher
- Springer-Verlag New York
- Copyright Holder
- Springer-Verlag New York, Inc.
- eBook ISBN
- 978-1-4612-2642-0
- DOI
- 10.1007/978-1-4612-2642-0
- Softcover ISBN
- 978-0-387-94214-8
- Series ISSN
- 0930-0325
- Edition Number
- 1
- Number of Pages
- XII, 142
- Number of Illustrations
- 5 b/w illustrations
- Topics
