Asymptotic Methods in Probability and Statistics With Applications

This book presents thirty-eight extensive and carefully edited chapters written by prominent researchers, providing an up-to-date survey of new asymptotic methods in science, engineering, and technology. The chapters contain broad coverage of recent developments and innovative techniques in a wide range of theoretical and numerical issues in the field of asymptotic methods in probability and mathematical statistics. The book is organized into ten thematic parts: probability distributions; characterizations of distributions; probabilities and measures in high-dimensional structures; weak and strong limit theorems; large deviation probabilities; empirical processes; order statistics and records; estimation of parameters and hypotheses testing; random walks; and applications to finance. Written in an accessible style, this book conveys a clear and practical perspective of asymptotic methods. Features and topics: * Recent developments in asymptotic methods * Parametric and nonparametric inference * Distribution theory * Stochastic processes * Order statistics * Record values and characterizations Asymptotic Methods in Probability and Statistics with Applications is an essential resource for researchers, practitioners, and professionals involved in theoretical and applied probability and/or in theoretical and applied statistics. Various chapters of the volume will also appeal to industrial statisticians and financial economists.Balakrishnan, N. is the author of 'Asymptotic Methods in Probability and Statistics With Applications' with ISBN 9780817642143 and ISBN 0817642145.