Decoupling: From Dependence to Independence (Probability and Its Applications) by Victor de la Peña
Decoupling: From Dependence to Independence (Probability and Its Applications) by Victor de la Peña
English | Dec 21, 1998 | ISBN: 0387986162 | 410 Pages | DJVU | 3 MB
English | Dec 21, 1998 | ISBN: 0387986162 | 410 Pages | DJVU | 3 MB
A friendly and systematic introduction to the theory and applications. The book begins with the sums of independent random variables and vectors, with maximal inequalities and sharp estimates on moments, which are later used to develop and interpret decoupling inequalities. Decoupling is first introduced as it applies to randomly stopped processes and unbiased estimation. The authors then proceed with the theory of decoupling in full generality, paying special attention to comparison and interplay between martingale and decoupling theory, and to applications.