Weak Convergence of Stochastic Processes
With Applications to Statistical Limit Theorems
Seiten
2016
De Gruyter (Verlag)
978-3-11-047542-5 (ISBN)
De Gruyter (Verlag)
978-3-11-047542-5 (ISBN)
The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion. Contents:Weak convergence of stochastic processesWeak convergence in metric spacesWeak convergence on C[0, 1] and D[0,∞)Central limit theorem for semi-martingales and applicationsCentral limit theorems for dependent random variablesEmpirical processBibliography
Vidyadhar Mandrekar, Michigan State University, USA.
"Written by an expert in probability theory and stochastic processes, the book succeeds to present, in a relatively small number of pages, some fundamental results on weak convergence in probability theory and stochastic process and applications."
Hannelore Lisei in: Stud. Univ. Babes-Bolyai Math. 62(2017), No. 1, 137-138
| Erscheinungsdatum | 26.09.2016 |
|---|---|
| Reihe/Serie | De Gruyter Textbook |
| Verlagsort | Berlin/Boston |
| Sprache | englisch |
| Maße | 170 x 240 mm |
| Gewicht | 301 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Schlagworte | nicht rabattbeschränkt/Sortimentstitel • Schwache Konvergenz • Statistik • Stochastik • Stochastischer Prozess |
| ISBN-10 | 3-11-047542-1 / 3110475421 |
| ISBN-13 | 978-3-11-047542-5 / 9783110475425 |
| Zustand | Neuware |
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