Extracting Information from Random Data
by Pawel J. Szablowski
Publisher: arXiv 2016
Number of pages: 167
We formulate conditions for convergence of Laws of Large Numbers and show its links with of parts mathematical analysis such as summation theory, convergence of orthogonal series. We present also applications of Law of Large Numbers such as Stochastic Approximation, Density and Regression Estimation, Identification.
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In 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi taped the lectures and took notes which he then wrote up in a verbatim manner conveying the substance and the atmosphere of the course.
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