The Theory of Canonical Moments with Applications in Statistics, Probability, and Analysis

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. Booknews A monograph on canonical moments describing the theory and application of canonical moments of probability measures on intervals of the real line and, to a lesser extent, measures on the circle. Stemming from the discovery that canonical moments appear to be more intrinsically related to the measure than ordinary moments, this volume's main focus is the broad application of canonical moments in many areas of statistics, probability, and analysis, including problems in the design of experiments, simple random walks or birth and death chains, and in approximation theory. Annotation c. by Book News, Inc., Portland, Or. This book introduces the theory of canonical moments and demonstrates their power to determine optimal experimental designs for the calculation of the main characteristics of random walks and other moment problems that appear in probability and statistics.Offers insight into working with problems in a concrete way for readers interested in applications as well as full mathematical background for readers interested in theory.