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Inequalities and Extremal Problems in Probability and Statistics

Selected Topics

  • 1st Edition - May 8, 2017
  • Latest edition
  • Authors: Iosif Pinelis, Victor H. de la Peña, Rustam Ibragimov, Adam Osȩkowski, Irina Shevtsova
  • Language: English

Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathemati… Read more

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Description

Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathematics, the sciences, and engineering. The book enables the reader to grasp the importance of inequalities and how they relate to probability and statistics.

This will be an extremely useful book for researchers and graduate students in probability, statistics, and econometrics, as well as specialists working across sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks.

Key features

  • Teaches users how to understand useful inequalities
  • Applicable across mathematics, sciences, and engineering
  • Presented by a team of leading experts

Readership

Researchers and graduate students in probability, statistics, and econometrics; specialists working in sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks

Table of contents

1. Method of moments and sharp inequalities for martingales
Adam Osekowski

2. On a class of optimal stopping problems of nonintegral type
Adam Osekowski

3. On the absolute constants in Nagaev - Bikelis-type inequalities
Irina Shevtsova

4. On the nonuniform Berry - Esseen-type bound
Iosif Pinelis

5. On the Berry - Esseen bound for the Student statistic
Iosif Pinelis

6. Sharp probability inequalities for random polynomials, generalized sample cross-moments and studentized processes
Rustam Ibragimov and Victor H. de la Pena

Review quotes

"This volume presents six articles on important inequalities in probability and statistics, and related extremal problems. These include uniform and non-uniform Berry-Esseen bounds and inequalities for martingales, random polynomials and generalized cross-moments. Each of these articles presents the state of the art in the relevant area, together with some new techniques, results or applications."—zbMATH Open

Product details

  • Edition: 1
  • Latest edition
  • Published: May 10, 2017
  • Language: English

About the authors

IP

Iosif Pinelis

Iosif Pinelis is Professor in the Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USA.
Affiliations and expertise
Professor, Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USA

Vd

Victor H. de la Peña

Victor de la Peña is Professor at the Department of Statistics, Columbia University, USA.
Affiliations and expertise
Professor, Department of Statistics, Columbia University, USA

RI

Rustam Ibragimov

Rustam Ibragimov is Professor of Finance and Econometrics at Imperial College Business School, UK.
Affiliations and expertise
Professor of Finance and Econometrics, Imperial College Business School, UK

AO

Adam Osȩkowski

Adam Osekowski is Associate Professor at the Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Poland.
Affiliations and expertise
Associate Professor, Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Poland

IS

Irina Shevtsova

Irina Shevtsova is Associate Professor at Moscow State University, and Senior Researcher at the Institute of Informatics Problems of the Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, Russia.
Affiliations and expertise
Moscow State University and Institute of Informatics Problems, Federal Research Center “Computer Science and Control”, Russian Academy of Sciences, Russia

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