Большие уклонения 2016-2017

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conversion in /var/vhosts/new/department/matstat/libraries/joomla/html/html/select.php on line 431 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/html/html/select.php on line 404 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/html/html/select.php on line 405 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/html/html/select.php on line 431 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/html/html/select.php on line 404 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/html/html/select.php on line 405 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/html/html/select.php on line 431 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/html/html/select.php on line 404 Notice: Array to string conversion in 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Category: Большие уклонения 2016-2017
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$folder.png$ Большие уклонения 2016-2017		Files: 17
Материалы спецкурса "Большие уклонения", лектор А.В. Шкляев

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Files:

$zip.png$ Большие уклонения. Лекция 1

Первая лекция. Общая постановка задачи о больших уклонениях.

Size

161.07 KB

$zip.png$ Лекция 2. Теорема Петрова и теорема Бартфаи

На второй лекции мы закончили доказательство теоремы Крамера, сформулировали теорему Петрова, вывели из нее теорему Бартфаи и сформулировали вспомогательные результаты, на основе которых будет доказываться теорема Петрова.

Size

185.23 KB

$zip.png$ Лекция 3. Принцип Больших уклонений

Принцип больших уклонений. Функция уклонений. Функция уклонения для случайного блуждания

Size

188.87 KB

$zip.png$ Лекция 4. Теорема Крамера: принцип больших уклонений в одномерном случае

Теорема Крамера. Принцип больших уклонений для случайных блужданий на прямой.

Size

158.01 KB

$zip.png$ Лекция 5. Приложения больших уклонений к проверке статистических гипотез

Большие уклонения и лемма Неймана-Пирсона. Аппроксимация вероятностей ошибки критерия Колмогорова.

Size

144.59 KB

$zip.png$ Лекция 6. Теорема Крамера в многомерном случае

Лекция 6. Теорема Крамера для многомерного случая.

Нумерация не соответствует изложению материала на занятиях.

Size

155.28 KB

$zip.png$ Лекция 7. Теорема Гартнера-Эллис

Лекция 7. Теорема Gartner-Ellis - принцип больших уклонений для последовательностей векторов общего вида.

Нумерация не соответствует нумерации занятий

Size

153.25 KB

$zip.png$ Экзаменационная программа

Экзаменационная программа и задачи к экзамену

Size

136.03 KB

$zip.png$ Лекция 8. Применения теорем Крамера

Применение теоремы Крамера к задаче проверки простой гипотезы. Теорема Санова о больших уклонениях в полиномиальной модели. Приложение к критерию хи-квадрат

Нумерация лекций не совпадает с нумерацией конспектов.

Size

145.09 KB

$zip.png$ Большие уклонения для конечных цепей Маркова

Применение теоремы Gartner-Ellis к задаче о больших уклонениях конечной однородной цепи Маркова.

Size

127.81 KB

$zip.png$ Лекция 10. Интегролокальные теоремы

Второй семестр, лекция 1. Интегролокальная теорема Стоуна и ее связь с центральной предельной теоремой.

Size

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$zip.png$ Лекция 11. Интегролокальная теорема о больших уклонениях

На 11 занятии мы показали равномерность полученной интегролокальной теоремы по семейству сопряженных распределений и вывели отсюда интегролокальную теорему о больших уклонениях.

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$zip.png$ Лекция 13. Локальная предельная теорема. Слабая сходимость случайных процессов

Мы доказали локальную предельную теорему для решетчатых величин и перешли к следующему разделу - сходимость случайных элементов в пространстве C[0,1]

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$zip.png$ Лекции 15-16. Функциональные предельные теоремы

На лекциях 15, 16 мы обсуждали функциональную сходимость случайного блуждания при условии фиксированного значения в конце к броуновскому мосту.

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$zip.png$ Лекция 17-18. Большие уклонения для максимума случайного блуждания

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