Mixing: Properties and Examples
Mixing: Properties and Examples
复制标题
DOI：
--
复制
发表时间：
1994
期刊：
影响因子：
--
通讯作者：
P. Doukhan
中科院分区：
文献类型：
--
作者：
P. Doukhan
混合涉及对同一基础概率空间上定义的西格玛场之间的依赖性的分析。它为随机场、马尔可夫过程和中心极限定理提供了重要的分析工具，并且本身就是当前研究兴趣的一个主题。本专着的目的是提供概率和统计中依赖性应用的研究。它分为两部分，第一部分涵盖混合理论的定义和概率性质，第二部分描述经典过程和随机场的混合性质，并提供线性和高斯场的详细研究。
Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes and central limit theorems as well as being a topic of current research interest in its own right. The aim of this monograph is to provide a study of applications of dependence in probability and statistics. It is divided into two parts, the first covering the definitions and probabilistic properties of mixing theory, the second describing mixing properties of classical processes and random fields as well as providing a detailed study of linear and Gaussian fields.