Ergodic Behavior of Markov Processes: With Applications to Limit Theorems 9783110458930, 9783110458701

Ergodic Behavior of Markov Processes: With Applications to Limit Theorems 9783110458930, 9783110458701

The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for provi

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Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems 9783110476316, 9783110475425

The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance

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Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems 9783110476316, 9783110475425

The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance

161 101 25MB Read more

Perturbed Semi-Markov Type Processes II: Ergodic Theorems for Multi-Alternating Regenerative Processes [1st ed. 2022] 3030923983, 9783030923983

This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularl

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Perturbed Semi-Markov Type Processes I: Limit Theorems for Rare-Event Times and Processes [1st ed. 2022] 3030924025, 9783030924027

This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly

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Ergodic Theorems 9783110844641, 9783110084788

182 93 59MB Read more

Probability Theory: Basic Concepts, Limit Theorems, Random Processes

The aim of this book is to serve as a reference text to provide an orientation in the enormous material which probabilit

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Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets 9783110654240, 9783110652796

Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This auth

141 92 57MB Read more

Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets 9783110654240, 9783110652796

Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This auth

151 9 3MB Read more

Refined Large Deviation Limit Theorems 036744934X, 9780367449346

This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to

158 25 10MB Read more