Limit Theory for Mixing Dependent Random Variables

by Lin Zhengyan and Lu Chuanrong

For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence (approximation), limit behaviour of some...

• Format: Paperback
• Language: English
• ISBN: 9048147484
• ISBN13: 9789048147489
• Release Date: December 2010
• Publisher: Springer
• Length: 430 Pages
• Weight: 1.36 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"