Dette H., Studden W.J. The Theory of Canonical Moments with Applications in Statistics, Probability, and Analysis

New York: Wiley-Interscience, 1997. — 368 p.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.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.Indexes.