Uniform Central Limit Theorems.(Cambridge Studies in Advanced Mathematics Vol. 63) hardcover 450 p.
Dudley, R.M. 著
内容
目次
Preface; 1. Introduction: Donsker's theorem, metric entropy andinequalities; 2. Gaussian measures and processes; sample continuity; 3.Foundations of uniform central limit theorems: Donsker classes; 4. Vapnik-ervonenkis combinatorics; 5. Measurability; 6. Limit theorems for Vapnik-ervonenkis and related classes; 7. Metric entropy, with inclusion andbracketing; 8. Approximation of functions and sets; 9. Sums in general Banachspaces and invariance principles; 10. Universal and uniform central limittheorems; 11. The two-sample case, the bootstrap, and confidence sets; 12.Classes of sets or functions too large for central limit theorems;Appendices; Subject index; Author index; Index of notation.