Extracting information from random data. Applications of laws of large numbers in technical sciences and statistics
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.
 Publication:

arXiv eprints
 Pub Date:
 November 2016
 arXiv:
 arXiv:1611.03395
 Bibcode:
 2016arXiv161103395S
 Keywords:

 Mathematics  Probability;
 40G99;
 42C05;
 42G10;
 60F99;
 62L15;
 62L20;
 62G07;
 62G08
 EPrint:
 158 pages, 41 figures