| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca da FCTUNL Online | Não Ficção | QA273.67.SPR FCT 82183 (Browse shelf) | 1 | Available |
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| QA273.6.SPR FCT 94952 Heavy-tail phenomena | QA273.67.SPR FCT 80909 A history of the central limit theorem | QA273.67.SPR FCT 81968 Analytic and probabilistic approaches to dynamics in negative curvature | QA273.67.SPR FCT 82183 Self-normalized processes | QA273.67.SPR FCT 82253 Large deviations techniques and applications | QA273.67.SPR FCT 82637 Limit theorems in probability, statistics and number theory | QA273.67.SPR FCT 82736 Limit theorems for multi-indexed sums of random variables |
Colocação: Online
Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly non-linear nature of these processes, the theory experienced a long period of slow development. In recent years there have been a number of important advances in the theory and applications of self-normalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that self-normalized processes are approximate pivots for statistical inference. The present volume covers recent developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. This is the first book that systematically treats the theory and applications of self-normalization.
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