Extracting information from random data. Applications of laws of large numbers in technical sciences and statistics
Probability
2018-09-07 v2
Abstract
We formulate conditions for convergence of Laws of Large Numbers and show its links with of the parts of mathematical analysis such as summation theory, convergence of orthogonal series. We present also applications of the Law of Large Numbers such as Stochastic Approximation, Density and Regression Estimation, Identification.
Keywords
Cite
@article{arxiv.1611.03395,
title = {Extracting information from random data. Applications of laws of large numbers in technical sciences and statistics},
author = {Paweł J. Szabłowski},
journal= {arXiv preprint arXiv:1611.03395},
year = {2018}
}
Comments
158 pages, 41 figures