Dynamics of Statistical Experiments - 9781786305985

Dynamics of Statistical ExperimentsAuthor(s): Dmitri Koroliouk\nFormat: Hardback\nPublisher: ISTE Ltd and John Wiley & Sons Inc, United Kingdom\nImprint: ISTE Ltd and John Wiley & Sons Inc\nISBN-13: 9781786305985, 978-1786305985\nSynopsis\nThis book is devoted to the system analysis of statistical experiments, determined by the averaged sums of sampling random variables. The dynamics of statistical experiments are given by difference stochastic equations with a speci?ed regression function of increments ? linear or nonlinear. The statistical experiments are studied by the sample volume increasing (N ??), as well as in discrete-continuous time by the number of stages increasing (k ??) for different conditions imposed on the regression function of increments. The proofs of limit theorems employ modern methods for the operator and martingale characterization of Markov processes, including singular perturbation methods. Furthermore, they justify the representation of a station.