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- English
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The Laws of Large Numbers
About This Book
The Law of Large Numbers deals with three types of law of large numbers according to the following convergences: stochastic, mean, and convergence with probability 1. The book also investigates the rate of convergence and the laws of the iterated logarithm. It reviews measure theory, probability theory, stochastic processes, ergodic theory, orthogonal series, Huber spaces, Banach spaces, as well as the special concepts and general theorems of the laws of large numbers. The text discusses the laws of large numbers of different classes of stochastic processes, such as independent random variables, orthogonal random variables, stationary sequences, symmetrically dependent random variables and their generalizations, and also Markov chains. It presents other laws of large numbers for subsequences of sequences of random variables, including some general laws of large numbers which are not related to any concrete class of stochastic processes. The text cites applications of the theorems, as in numbers theory, statistics, and information theory. The text is suitable for mathematicians, economists, scientists, statisticians, or researchers involved with the probability and relative frequency of large numbers.
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Table of contents
- Front Cover
- The Laws of Large Numbers
- Copyright Page
- Table of Contents
- INTRODUCTION
- CHAPTER 0. MATHEMATICAL BACKGROUND
- CHAPTER 1. DEFINITIONS AND GENERALITIES
- CHAPTER 2. INDEPENDENT RANDOM VARIABLES
- CHAPTER 3. ORTHOGONAL RANDOM VARIABLES
- CHAPTER 4. STATIONARY SEQUENCES
- CHAPTER 5. SUBSEQUENCES OF SEQUENCES OF RANDOM VARIABLES
- CHAPTER 6. SYMMETRICALLY DEPENDENT RANDOM VARIABLES AND THEIR GENERALIZATIONS
- CHAPTER 7. MARKOV CHAINS
- CHAPTER 8. WEAKLY DEPENDENT RANDOM VARIABLES
- CHAPTER 9. INDEPENDENT RANDOM VARIABLES TAKING VALUES IN AN ABSTRACT SPACE
- CHAPTER 10. SUM OF A RANDOM NUMBER OF INDEPENDENT RANDOM VARIABLES
- CHAPTER 11. APPLICATIONS
- REFERENCES
- AUTHOR INDEX