Uniform Central Limit Theorems

By:

R.M. Dudley

Format:

Paperback / softback

Series:

Cambridge Studies in Advanced Mathematics

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Description

In this new edition of a classic work on empirical processes the author, an acknowledged expert, gives a thorough treatment of the subject with the addition of several proved theorems not included in the first edition, including the Bretagnolle–Massart theorem giving constants in the Komlos–Major–Tusnady rate of convergence for the classical empirical process, Massart's form of the Dvoretzky–Kiefer–Wolfowitz inequality with precise constant, Talagrand's generic chaining approach to boundedness of Gaussian processes, a characterization of uniform Glivenko–Cantelli classes of functions, Giné and Zinn's characterization of uniform Donsker classes, and the Bousquet–Koltchinskii–Panchenko theorem that the convex hull of a uniform Donsker class is uniform Donsker. The book will be an essential reference for mathematicians working in infinite-dimensional central limit theorems, mathematical statisticians, and computer scientists working in computer learning theory. Problems are included at the end of each chapter so the book can also be used as an advanced text.

Author Biography:

R. M. Dudley is a Professor of Mathematics at the Massachusetts Institute of Technology in Cambridge, Massachusetts.

Release date Australia

February 24th, 2014

Author

R.M. Dudley

Audience

Professional & Vocational

Edition

2nd Revised edition

Pages

482

Series

Cambridge Studies in Advanced Mathematics

Dimensions

152x228x26

ISBN-13

9780521738415

Product ID

21318438

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