Titlebook: Empirical Process Techniques for Dependent Data; Herold Dehling,Thomas Mikosch,Michael S?rensen Book 20021st edition Springer Science+Busi

燒瓶

harmony

開始發(fā)作

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Empirical Process Techniques for Dependent Datairical process by.In this chapter we provide a survey of classical as well as modern techniques in the study of empirical processes of dependent data. We begin with a sketch of the early roots of the field in the theory of uniform distribution mod 1, of sequences defined by . . = {. .ω}, ω ∈ [0, 1],

Macronutrients

機(jī)械

On Hoeffding’s Inequality for Dependent Random Variables fixed . (a . inequality), one can often derive an inequality that holds . in θ ∈ Θ by applying the chaining technique. Therefore, pointwise inequalities are (apart from being of intrinsic interest) quite relevant within the theory of stochastic processes. We present a generalization of Ho-effding’s

防御

On the Coupling of Dependent Random Variables and Applicationshe same marginal distributions. The upper bound of the distance between the variables with the same rank is given in terms of mixing coefficients. We shall apply the coupling methods to derive uniform laws of large numbers for the dependent random processes under various types of dependence. We shal

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