Extracting Information from Random Data

Small book cover: Extracting Information from Random Data

Extracting Information from Random Data

Publisher: arXiv
Number of pages: 167

We formulate conditions for convergence of Laws of Large Numbers and show its links with of parts mathematical analysis such as summation theory, convergence of orthogonal series. We present also applications of Law of Large Numbers such as Stochastic Approximation, Density and Regression Estimation, Identification.

Home page url

Download or read it online for free here:
Download link
(1.7MB, PDF)

Similar books

Book cover: Recent Progress on the Random Conductance ModelRecent Progress on the Random Conductance Model
by - arXiv
Recent progress on understanding of the Random Conductance Model is reviewed and commented. A particular emphasis is on the results on the scaling limit of the random walk among random conductances for almost every realization of the environment.
Book cover: ProbabilityProbability
by - Trinity College
This material was made available for the course Probability of the Mathematical Tripos. Contents: Basic Concepts; Axiomatic Probability; Discrete Random Variables; Continuous Random Variables; Inequalities, Limit Theorems and Geometric Probability.
Book cover: Lecture Notes on Free ProbabilityLecture Notes on Free Probability
by - arXiv
Contents: Non-commutative Probability Spaces; Distributions; Freeness; Asymptotic Freeness of Random Matrices; Asymptotic Freeness of Haar Unitary Matrices; Free Products of Probability Spaces; Law of Addition; Limit Theorems; Multivariate CLT; etc.
Book cover: Probability TheoryProbability Theory
by - Harvard University
Contents: The Sample Space; Elements of Combinatorial Analysis; Random Walks; Combinations of Events; Conditional Probability; The Binomial and Poisson Distributions; Normal Approximation; Unlimited Sequences of Bernoulli Trials; etc.