Selected Works of C.C. Heyde
(Sprache: Englisch)
In 1945, very early in the history of the development of a rigorous analytical theory of probability, Feller (1945) wrote a paper called "The fundamental limit theorems in probability" in which he set out what he considered to be "the two most important...
Jetzt vorbestellen
versandkostenfrei
Buch (Gebunden)
Fr. 177.00
inkl. MwSt.
- Kreditkarte, Paypal, Rechnungskauf
- 30 Tage Widerrufsrecht
Produktdetails
Produktinformationen zu „Selected Works of C.C. Heyde “
Klappentext zu „Selected Works of C.C. Heyde “
In 1945, very early in the history of the development of a rigorous analytical theory of probability, Feller (1945) wrote a paper called "The fundamental limit theorems in probability" in which he set out what he considered to be "the two most important limit theorems in the modern theory of probability: the central limit theorem and the recently discovered ... 'Kolmogoroff's cel ebrated law of the iterated logarithm' ". A little later in the article he added to these, via a charming description, the "little brother (of the central limit theo rem), the weak law of large numbers", and also the strong law of large num bers, which he considers as a close relative of the law of the iterated logarithm. Feller might well have added to these also the beautiful and highly applicable results of renewal theory, which at the time he himself together with eminent colleagues were vigorously producing. Feller's introductory remarks include the visionary: "The history of probability shows that our problems must be treated in their greatest generality: only in this way can we hope to discover the most natural tools and to open channels for new progress. This remark leads naturally to that characteristic of our theory which makes it attractive beyond its importance for various applications: a combination of an amazing generality with algebraic precision.
Inhaltsverzeichnis zu „Selected Works of C.C. Heyde “
- Commentary: Author's Pick, by C. C. Heyde- Commentary: Chris Heyde's Contribution to Inference in Stochastic Processes, by Ishwar Basawa
- Commentary: Chris Heyde's Work on Rates of Convergence in the Central Limit Theorem, by Peter Hall
- Commentary: Chris Heyde's Work in Probability Theory, with an Emphasis on the LIL, by Ross Maller
- Commentary: Chris Heyde on Branching Processes and Population Genetics, by Eugene Seneta
- C. C. Heyde. On a property of the lognormal distribution. J. R. Stat. Soc. Ser. B Stat. Methodol. , 25:392-393, 1963. Reprinted with permission of the Royal Statistical Society and John Wiley & Sons
- C. C. Heyde. Two probability theorems and their application to some first passage problems. J. Aust. Math. Soc. , 4:214-222, 1964. Reprinted with permission of the Australian Mathematical Society
- C. C. Heyde. Some renewal theorems with application to a first passage problem. Ann. Math. Statist. , 37:699-710, 1966. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. Some results on small-deviation probability convergence rates for sums of independent random variables. Canad. J. Math. , 18:656-665, 1966. Reprinted with the permission of the Canadian Mathematical Society
- C. C. Heyde. A contribution to the theory of large deviations for sums of independent random variables. Z. Wahrsch. Verw. Gebiete. , 7:303-308, 1967. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde. On large deviation problems for sums of random variables which are not attracted to the normal law. Ann. Math. Statist. , 38:1575-1578, 1967. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. On the influence of moments on the rate of convergence to the normal distribution. Z. Wahrsch. Verw. Gebiete. , 8:12-18, 1967. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde. On large deviation probabilities in the case of attraction to a non-normal stable
... mehr
law. Sankhy Ser. A , 30:253-258, 1968. Reprinted with permission of the Indian Statistical Institute
- C. C. Heyde. On the converse to the iterated logarithm law. J. Appl.Probab. , 5:210-215, 1968. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. A note concerning behaviour of iterated logarithm type. Proc. Amer. Math. Soc. , 23:85-90, 1969. Reprinted with permission of the American Mathematical Society
- C. C. Heyde. On extended rate of convergence results for the invariance principle. Ann. Math. Statist. , 40:2178-2179, 1969. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. On the maximum of sums of random variables and the supremum functional for stable processes. J. Appl. Probab. , 6:419-429, 1969. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. Some properties of metrics in a study on convergence to normality. Z. Wahrsch. Verw. Gebiete. , 11:181-192, 1969. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde. Extension of a result of Seneta for the super-critical Galton-Watson process. Ann. Math. Statist. , 41:739-742, 1970. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. On the implication of a certain rate of convergence to normality. Z. Wahrsch. Verw. Gebiete. , 16:151-156, 1970. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde. A rate of convergence result for the super-critical Galton-Watson process. J. Appl. Probab. , 7:451-454, 1970. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde and B. M. Brown. On the departure from normality of a certain class of martingales. Ann. Math. Statist. , 41:2161-2165, 1970. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. Some almost sure convergence theorems for branching processes. Z. Wahrsch. Verw. Gebiete. , 20:189-192, 1971. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde. Some central limit analogues for supercritical Galton-Watson processes. J. Appl. Probab. , 8:52-59, 1971. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde and B. M. Brown. An invariance principle and some convergence rate results for branching processes. Z. Wahrsch. Verw. Gebiete. , 20:271-278, 1971. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde and J. R. Leslie. Improved classical limit analogues for Galton-Watson processes with or without immigration. Bull. Austral. Math. Soc. , 5:145-155, 1971. Reprinted with permission of the Australian Mathematical Society
- C. C. Heyde and E. Seneta. Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration. Math. Biosci., 11:249-259, 1971. Reprinted with permission of Elsevier Inc. An electronic version is available at doi:10.1016/0025-5564(71)90086-1
- E. J. Hannan and C. C. Heyde. On limit theorems for quadratic functions of discrete time series. Ann. Math. Statist. , 43:2058-2066, 1972. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. Martingales: a case for a place in the statistician's repertoire. Austral. J. Statist. , 14:1-9, 1972. invited paper. Reproduced with permission of the Statistical Society of Australia Inc. and John Wiley & Sons
- C. C. Heyde and J. R. Leslie. On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence. Z. Wahrsch. Verw. Gebiete. , 21:225-268, 1972. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde and E. Seneta. Estimation theory for growth and immigration rates in a multiplicative process. J. Appl. Probab. , 9:235-256, 1972. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes. J. Appl. Probab., 10:146-157, 1973. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. On the uniform metric in the context of convergence to normality. Z. Wahrsch. Verw. Gebiete. , 25:83-95, 1973. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde and D. J. Scott. Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments. Ann. Probab. , 1:428-436, 1973. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. An iterated logarithm result for autocorrelations of a stationary linear process. Ann. Probab. , 2:328-332, 1974. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. On estimating the variance of the offspring distribution in a simple branching process. Adv. in Appl. Probab. , 6:421-433, 1974. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. A nonuniform bound on convergence to normality. Ann. Probab. , 3(5):903-907, 1975. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. Remarks on efficiency in estimation for branching processes. Biometrika , 62:49-55, 1975. Reprinted with permission of Oxford University Press
- C. C. Heyde and E. Seneta. The genetic balance between random sampling and random population size. J. Math. Biol. , 1(4):317-320, 1975. Reprinted with permission of Springer Science+Business Media
- P. G. Hall and C. C. Heyde. On a unified approach to the law of the iterated logarithm for martingales. Bull. Austral. Math. Soc. , 14(3):435-447, 1976. Reprinted with permission of the Australian Mathematical Society
- C. C. Heyde. The effect of selection on genetic balance when the population size is varying. Theoret. Population Biol. , 11:249-251, 1977. Reprinted with permission of Elsevier Inc. An electronic version is available at doi:10.1016/0040-5809(77)90027-2
- C. C. Heyde. On central limit and iterated logarithm supplements to the martingale convergence theorem. J. Appl. Probab. , 14(4):758-775, 1977. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. A log log improvement to the Riemann hypothesis for the Hawkins random sieve. Ann. Probab. , 6(5):870-875, 1978. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process. Stochastic Process. Appl. , 8(1):1-9, 1978. Reprinted with permission of Elsevier Inc.
- C. C. Heyde and I. M. Johnstone. On asymptotic posterior normality for stochastic processes. J. R. Stat. Soc. Ser. B Stat. Methodol. , 41(2):184-189, 1979. Reprinted with permission of the Royal Statistical Society and John Wiley & Sons
- C. C. Heyde. On the survival of a gene represented in a founder population. J. Math. Biol. , 12(1):91-99, 1981. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde. An alternative approach to asymptotic results on genetic composition when the population size is varying. J. Math. Biol. , 18:163-168, 1983. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde and T. Nakata. On the asymptotic equivalence of L p metrics for convergence to normality. Z. Wahrsch. Verw. Gebiete. , 68(1):97-106, 1984. Reprinted with permission of Springer Science+Business Media
- V. P. Godambe and C. C. Heyde. Quasi-likelihood and optimal estimation. Internat. Statist. Rev. , 55(3):231-244, 1987. Reprinted with permission of the International Statistical Institute and John Wiley & Sons
- C. C. Heyde. Quasi-likelihood and optimality for estimating functions: some current unifying themes. In Proceedings of the 47th Session of the International Statistical Institute, Book 1 (Paris, 1989) , volume 53, pages 19-29, 1989. The Fisher Lecture. Reprinted with permission of the International Statistical Institute and John Wiley & Sons
- C. C. Heyde. On best asymptotic confidence intervals for parameters of stochastic processes. Ann. Statist. , 20(1):603-607, 1992. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. A quasi-likelihood approach to estimating parameters in diffusion-type processes. In J. Galambos and J. Gani, editors, Studies in applied probability , J. Appl. Probab. Special Volume 31A, pages 283-290. Applied Probability Trust, 1994. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. Asymptotic optimality. In M. Hazewinkel, editor, Encyclopedia of Mathematics, Suppl. Vol. I , pages 69-70. Kluwer, Dordrecht, 1997. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde and Y. Yang. On defining long-range dependence. J. Appl. Probab. , 34(4):939-944, 1997. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. A risky asset model with strong dependence through fractal activity time. J. Appl. Probab. , 36(4):1234-1239, 1999. Reprinted with permission of the Applied Probability Trust
- J. Gao, V. Anh, and C. Heyde. Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. Stochastic Process. Appl. , 99(2):295-321, 2002. Reprinted with permission of Elsevier Inc.
- C. C. Heyde. On the converse to the iterated logarithm law. J. Appl.Probab. , 5:210-215, 1968. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. A note concerning behaviour of iterated logarithm type. Proc. Amer. Math. Soc. , 23:85-90, 1969. Reprinted with permission of the American Mathematical Society
- C. C. Heyde. On extended rate of convergence results for the invariance principle. Ann. Math. Statist. , 40:2178-2179, 1969. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. On the maximum of sums of random variables and the supremum functional for stable processes. J. Appl. Probab. , 6:419-429, 1969. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. Some properties of metrics in a study on convergence to normality. Z. Wahrsch. Verw. Gebiete. , 11:181-192, 1969. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde. Extension of a result of Seneta for the super-critical Galton-Watson process. Ann. Math. Statist. , 41:739-742, 1970. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. On the implication of a certain rate of convergence to normality. Z. Wahrsch. Verw. Gebiete. , 16:151-156, 1970. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde. A rate of convergence result for the super-critical Galton-Watson process. J. Appl. Probab. , 7:451-454, 1970. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde and B. M. Brown. On the departure from normality of a certain class of martingales. Ann. Math. Statist. , 41:2161-2165, 1970. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. Some almost sure convergence theorems for branching processes. Z. Wahrsch. Verw. Gebiete. , 20:189-192, 1971. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde. Some central limit analogues for supercritical Galton-Watson processes. J. Appl. Probab. , 8:52-59, 1971. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde and B. M. Brown. An invariance principle and some convergence rate results for branching processes. Z. Wahrsch. Verw. Gebiete. , 20:271-278, 1971. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde and J. R. Leslie. Improved classical limit analogues for Galton-Watson processes with or without immigration. Bull. Austral. Math. Soc. , 5:145-155, 1971. Reprinted with permission of the Australian Mathematical Society
- C. C. Heyde and E. Seneta. Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration. Math. Biosci., 11:249-259, 1971. Reprinted with permission of Elsevier Inc. An electronic version is available at doi:10.1016/0025-5564(71)90086-1
- E. J. Hannan and C. C. Heyde. On limit theorems for quadratic functions of discrete time series. Ann. Math. Statist. , 43:2058-2066, 1972. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. Martingales: a case for a place in the statistician's repertoire. Austral. J. Statist. , 14:1-9, 1972. invited paper. Reproduced with permission of the Statistical Society of Australia Inc. and John Wiley & Sons
- C. C. Heyde and J. R. Leslie. On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence. Z. Wahrsch. Verw. Gebiete. , 21:225-268, 1972. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde and E. Seneta. Estimation theory for growth and immigration rates in a multiplicative process. J. Appl. Probab. , 9:235-256, 1972. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes. J. Appl. Probab., 10:146-157, 1973. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. On the uniform metric in the context of convergence to normality. Z. Wahrsch. Verw. Gebiete. , 25:83-95, 1973. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde and D. J. Scott. Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments. Ann. Probab. , 1:428-436, 1973. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. An iterated logarithm result for autocorrelations of a stationary linear process. Ann. Probab. , 2:328-332, 1974. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. On estimating the variance of the offspring distribution in a simple branching process. Adv. in Appl. Probab. , 6:421-433, 1974. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. A nonuniform bound on convergence to normality. Ann. Probab. , 3(5):903-907, 1975. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. Remarks on efficiency in estimation for branching processes. Biometrika , 62:49-55, 1975. Reprinted with permission of Oxford University Press
- C. C. Heyde and E. Seneta. The genetic balance between random sampling and random population size. J. Math. Biol. , 1(4):317-320, 1975. Reprinted with permission of Springer Science+Business Media
- P. G. Hall and C. C. Heyde. On a unified approach to the law of the iterated logarithm for martingales. Bull. Austral. Math. Soc. , 14(3):435-447, 1976. Reprinted with permission of the Australian Mathematical Society
- C. C. Heyde. The effect of selection on genetic balance when the population size is varying. Theoret. Population Biol. , 11:249-251, 1977. Reprinted with permission of Elsevier Inc. An electronic version is available at doi:10.1016/0040-5809(77)90027-2
- C. C. Heyde. On central limit and iterated logarithm supplements to the martingale convergence theorem. J. Appl. Probab. , 14(4):758-775, 1977. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. A log log improvement to the Riemann hypothesis for the Hawkins random sieve. Ann. Probab. , 6(5):870-875, 1978. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process. Stochastic Process. Appl. , 8(1):1-9, 1978. Reprinted with permission of Elsevier Inc.
- C. C. Heyde and I. M. Johnstone. On asymptotic posterior normality for stochastic processes. J. R. Stat. Soc. Ser. B Stat. Methodol. , 41(2):184-189, 1979. Reprinted with permission of the Royal Statistical Society and John Wiley & Sons
- C. C. Heyde. On the survival of a gene represented in a founder population. J. Math. Biol. , 12(1):91-99, 1981. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde. An alternative approach to asymptotic results on genetic composition when the population size is varying. J. Math. Biol. , 18:163-168, 1983. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde and T. Nakata. On the asymptotic equivalence of L p metrics for convergence to normality. Z. Wahrsch. Verw. Gebiete. , 68(1):97-106, 1984. Reprinted with permission of Springer Science+Business Media
- V. P. Godambe and C. C. Heyde. Quasi-likelihood and optimal estimation. Internat. Statist. Rev. , 55(3):231-244, 1987. Reprinted with permission of the International Statistical Institute and John Wiley & Sons
- C. C. Heyde. Quasi-likelihood and optimality for estimating functions: some current unifying themes. In Proceedings of the 47th Session of the International Statistical Institute, Book 1 (Paris, 1989) , volume 53, pages 19-29, 1989. The Fisher Lecture. Reprinted with permission of the International Statistical Institute and John Wiley & Sons
- C. C. Heyde. On best asymptotic confidence intervals for parameters of stochastic processes. Ann. Statist. , 20(1):603-607, 1992. Reprinted with permission of the Institute of Mathematical Statistics
- C. C. Heyde. A quasi-likelihood approach to estimating parameters in diffusion-type processes. In J. Galambos and J. Gani, editors, Studies in applied probability , J. Appl. Probab. Special Volume 31A, pages 283-290. Applied Probability Trust, 1994. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. Asymptotic optimality. In M. Hazewinkel, editor, Encyclopedia of Mathematics, Suppl. Vol. I , pages 69-70. Kluwer, Dordrecht, 1997. Reprinted with permission of Springer Science+Business Media
- C. C. Heyde and Y. Yang. On defining long-range dependence. J. Appl. Probab. , 34(4):939-944, 1997. Reprinted with permission of the Applied Probability Trust
- C. C. Heyde. A risky asset model with strong dependence through fractal activity time. J. Appl. Probab. , 36(4):1234-1239, 1999. Reprinted with permission of the Applied Probability Trust
- J. Gao, V. Anh, and C. Heyde. Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. Stochastic Process. Appl. , 99(2):295-321, 2002. Reprinted with permission of Elsevier Inc.
... weniger
Bibliographische Angaben
- 2010, 463 Seiten, Masse: 18,7 x 26,4 cm, Gebunden, Englisch
- Herausgegeben: Ross Maller, Ishwar Basawa, Peter Hall, Eugene Seneta
- Verlag: Springer, Berlin
- ISBN-10: 1441958223
- ISBN-13: 9781441958228
- Erscheinungsdatum: 30.09.2010
Sprache:
Englisch
Rezension zu „Selected Works of C.C. Heyde “
From the reviews:"This work would be a welcome shelf volume for research workers in probability and statistics and should certainly be a reference available in departmental libraries. ... offers scientists and scholars the opportunity of assembling and commenting upon major classical works in probability and statistics. ... The volume contains 50 original papers, a chronological listing of all publications, as well as individual commentary on particular facets of the research by each of the editors." (Roger Gay, International Statistical Review, Vol. 79 (2), 2011)"Each editor provided a nice commentary on their respective topics. ... The volume showcased an interesting and informative biography on Heyde and includes a complimentary introduction by the editors and offers a comprehensive bibliography of Heyde's work. ... This is a valuable collection with several useful pieces of statistical and mathematical works and gives the historical developments of such work in their respective fields. Indeed, this collection will be of interest to research scholars in probability, statistics and related fields." (Technometrics, Vol. 53 (2), May, 2011)
Pressezitat
From the reviews:"This work would be a welcome shelf volume for research workers in probability and statistics and should certainly be a reference available in departmental libraries. ... offers scientists and scholars the opportunity of assembling and commenting upon major classical works in probability and statistics. ... The volume contains 50 original papers, a chronological listing of all publications, as well as individual commentary on particular facets of the research by each of the editors." (Roger Gay, International Statistical Review, Vol. 79 (2), 2011)
"Each editor provided a nice commentary on their respective topics. ... The volume showcased an interesting and informative biography on Heyde and includes a complimentary introduction by the editors and offers a comprehensive bibliography of Heyde's work. ... This is a valuable collection with several useful pieces of statistical and mathematical works and gives the historical developments of such work in their respective fields. Indeed, this collection will be of interest to research scholars in probability, statistics and related fields." (Technometrics, Vol. 53 (2), May, 2011)
Kommentar zu "Selected Works of C.C. Heyde"
0 Gebrauchte Artikel zu „Selected Works of C.C. Heyde“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Selected Works of C.C. Heyde".
Kommentar verfassen