Sinossi
This monograph presents important recent results in the areas of pure and applied probability. The authors are recognized experts in this area.
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Recensione
From a review:
MATHEMATICAL REVIEWS
"The book is written in an excellent way. The exposition is clear and effective. The results are well motivated."
Contenuti
1 Sums of Independent Random Variables.- 1.1 Lévy-Type Maximal Inequalities.- 1.2 Hoffmann-J?rgensen Type Inequalities.- 1.3 The Khinchin—Kahane Inequalities.- 1.4 Moment Bounds.- 1.4.1 Maxima.- 1.4.2 Estimating La-Norms in Hilbert Space.- 1.4.3 K-Function Bounds.- 1.4.4 A General Decoupling for Sums of Arbitrary Positive Random Variables and Martingales.- 1.5 Estimates with Sharp Constants for the La-Norms of Sums of Independent Random Variables: The L-Function.- 1.6 References for Chapter 1.- 2 Randomly Stopped Processes With Independent Increments.- 2.1 Wald’s Equations.- 2.2 Good-Lambda Inequalities.- 2.3 Randomly Stopped Sums of Independent Banach-Valued Variables.- 2.4 Proof of the Lower Bound of Theorem 2.3.1.- 2.5 Continuous Time Processes.- 2.6 Burkholder—Gundy Type Inequalities in Banach Spaces.- 2.7 From Boundary Crossing of Nonrandom Functions to First Passage Times of Processes with Independent Increments.- 2.8 References for Chapter 2.- 3 Decoupling of U-Statistics and U-Processes.- 3.1 Decoupling of U-Processes: Convex Functions.- 3.2 Hypercontractivity of Rademacher Chaos Variables.- 3.3 Minorization of Tail Probabilities: The Paley—Zygmund Argument and a Conditional Jensen’s Inequality.- 3.4 Decoupling of U-processes: Tail Probabilities.- 3.5 Randomization136.- 3.5.1 Moment Inequalities for Randomized U-Statistics139.- 3.5.2 Randomization of Tail Probabilities for U-Statistics and Processes.- 3.6 References for Chapter 3.- 4 Limit Theorems for U-Statistics.- 4.1 Some Inequalities; the Law of Large Numbers.- 4.1.1 Hoffmann-J?rgensen’s Inequality for U-Processes.- 4.1.2 An Application to the Law of Large Numbers.- 4.1.3 Exponential Inequalities for Canonical U-Statistics.- 4.2 Gaussian Chaos and the Central Limit Theorem for Canonical U-Statistics.- 4.3 The Law of the Iterated Logarithm for Canonical U-Statistics.- 4.4 References for Chapter 4.- 5 Limit Theorems for U-Processes.- 5.1 Some Background on Asymptotics of Processes, Metric Entropy, and Vapnik—?ervonenkis Classes of Functions: Maximal Inequalities.- 5.1.1 Convergence in Law of Sample Bounded Processes.- 5.1.2 Maximal Inequalities Based on Metric Entropy.- 5.1.3 Vapnik—?ervonenkis Classes of Functions.- 5.2 The Law of Large Numbers for U-Processes.- 5.3 The Central Limit Theorem for U-Processes.- 5.4 The Law of the Iterated Logarithm for Canonical U-Processes.- 5.4.1 The Bounded LIL.- 5.4.2 The Compact LIL.- 5.5 Statistical Applications.- 5.5.1 The Law of Large Numbers for the Simplicial Median.- 5.5.2 The Central Limit Theorem for the Simplicial Median.- 5.5.3 Truncated Data.- 5.6 References for Chapter 5.- 6 General Decoupling Inequalities for Tangent Sequences.- 6.1 Some Definitions and Examples.- 6.2 Exponential Decoupling Inequalities for Sums.- 6.3 Tail Probability andLpInequalities for Tangent Sequences I.- 6.4 Tail Probability and Moment Inequalities for Tangent Sequences II: Good-Lambda Inequalities.- 6.5 Differential Subordination and Applications.- 6.6 Decoupling Inequalities Compared to Martingale Inequalities.- 6.7 References for Chapter 6323.- 7 Conditionally Independent Sequences.- 7.1 The Principle of Conditioning and Related Results.- 7.2 Analysis of a Sequence of Two-by-Two Tables.- 7.3 SharpLpComparison of Sums of Arbitrarily Dependent Variables to Sums of CI Variables.- 7.4 References for Chapter 7.- 8 Further Applications of Decoupling.- 8.1 Randomly Stopped Canonical U-Statistics.- 8.1.1 Wald’s Equation for Canonical U-Statistics.- 8.1.2 Moment Bounds for Regular and Randomly StoppedU-Statistics.- 8.1.3 Moment Convergence in Anscombe’s Theorem forU-Statistics.- 8.2 A General Class of Exponential Inequalities for Martingales and Ratios.- 8.3 References for Chapter 8.- References.
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