商品簡介
This new material is concerned with the theory and applications of probability, statistics and analysis of canonical moments. It provides a powerful tool for the determination of optimal experimental designs, for the calculation of the main characteristics of random walks, and for other moment problems appearing in probability and statistics.
作者簡介
HOLGER DETTE is Professor of Mathematics at Ruhr-Universit?t Bochum, Fakult?t und Institut f?r Mathematik, Germany.
WILLIAM J. STUDDEN is Professor of Statistics and Mathematics at Purdue University.
目次
Canonical Moments.
Orthogonal Polynomials.
Continued Fractions and the Stieltjes Transform.
Special Sequences of Canonical Moments.
Canonical Moments and Optimal Design--First Applications.
Discrimination and Model Robust Designs.
Applications in Approximation Theory.
Canonical Moments and Random Walks.
The Circle and Trigonometric Functions.
Further Applications.
Bibliography.
Indexes.