Lectures on Probability Theory and Statistics

Ecole d'Ete de Probabilites de Saint-Flour XXVIII - 1998

École d'Été de Probabilités de Saint-Flour Band 1738

M. Emery, A. Nemirovski, D. Voiculescu

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  • Lectures on Probability Theory and Statistics

    Springer Berlin

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    Springer Berlin
  • Lectures on Probability Theory and Statistics

    Springer Berlin

    Versandfertig innert 6 - 9 Werktagen

    Fr. 56.90

    Springer Berlin
  • Lectures on Probability Theory and Statistics

    Springer Berlin

    Versandfertig innert 6 - 9 Werktagen

    Fr. 68.90

    Springer Berlin
  • Lectures on Probability Theory and Statistics

    Springer Berlin

    Versandfertig innert 6 - 9 Werktagen

    Fr. 73.90

    Springer Berlin
  • Lectures on Probability Theory and Statistics

    Springer Berlin

    Versandfertig innert 6 - 9 Werktagen

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    Springer Berlin

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Beschreibung

This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during 17th Aug. - 3rd Sept. 1998.

The contents of the three courses are the following:

- Continuous martingales on differential manifolds.

- Topics in non-parametric statistics.

- Free probability theory.

The reader is expected to have a graduate level in probability theory and statistics. This book is of interest to PhD students in probability and statistics or operators theory as well as for researchers in all these fields. The series of lecture notes from the Saint-Flour Probability Summer School can be considered as an encyclopedia of probability theory and related fields.

Produktdetails

Einband Taschenbuch
Erscheinungsdatum 26.06.2000
Herausgeber Pierre Bernard
Verlag Springer Berlin
Seitenzahl 349
Maße (L/B/H) 23.3/15.5/2 cm
Gewicht 1150 g
Auflage 2000
Sprache Englisch, Französisch
ISBN 978-3-540-67736-9

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  • From the contents: Martingales continues dans les variétés differentiables. Introduction
    - Variété, vecteurs, covecteurs, diffuseurs, codiffuseurs
    - Semimartingales dans une variété et géometrie d'ordre 2
    - Connections et martingales
    - Fonctions convexes et comportement des martingales
    - Mouvements browniens et applications harmoniques. Topics in Non-Parametric Statistics
    - Estimating regression functions from Hölder balls and from Sobolev balls
    - Spatial adaptive estimation on Sobolev balls
    - Estimating signals satisfying differential inequalities
    - Aggregation of estimates I, II
    - Estimating functionals I, II. Lectures on Free Probability Theory
    - Introduction
    - Noncommutative probability and operator algebra background
    - Addition and multiplication of freely independent noncommutative random variables
    - Multiplication variables
    - Generalized canonical form, noncrossing partitions. Free independence with amalgamation
    - Some basic free processes
    - Free entropy