R. M. Dudley

Uniform Central Limit Theorems

• Gebundenes Buch

Produktbeschreibung

This expanded edition of the classic work on empirical processes now boasts several new proved theorems not in the first.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 486
• Erscheinungstermin: 1. März 2014
• Englisch
• Abmessung: 235mm x 157mm x 33mm
• Gewicht: 935g
• ISBN-13: 9780521498845
• ISBN-10: 0521498848
• Artikelnr.: 40444506

Autorenporträt

R. M. Dudley is a Professor of Mathematics at the Massachusetts Institute of Technology in Cambridge, Massachusetts.

Inhaltsangabe

1. Donsker's theorem and inequalities
2. Gaussian processes, sample continuity
3. Definition of Donsker classes
4. Vapnik-Cervonenkis combinatorics
5. Measurability
6. Limit theorems for VC-type classes
7. Metric entropy with bracketing
8. Approximation of functions and sets
9. Two samples and the bootstrap
10. Uniform and universal limit theorems
11. Classes too large to be Donsker
Appendix A. Differentiating under an integral sign
Appendix B. Multinomial distributions
Appendix C. Measures on nonseparable metric spaces
Appendix D. An extension of Lusin's theorem
Appendix E. Bochner and Pettis integrals
Appendix F. Non-existence of some linear forms
Appendix G. Separation of analytic sets
Appendix H. Young-Orlicz spaces
Appendix I. Versions of isonormal processes.