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

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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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

165 27 969KB Read more

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

192 47 18MB 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

109 90 Read more

Perturbed Semi-Markov Type Processes I: Limit Theorems for Rare-Event Times and Processes 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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Weak convergence of measures 9781470447380, 9781470449438, 1470449439

This book provides a thorough exposition of the main concepts and results related to various types of convergence of mea

1,089 91 2MB Read more

Weak limit and blowup of approximate solutions to H-systems

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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

151 9 3MB 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

141 92 57MB Read more

Asymptotic Statistics: With a View to Stochastic Processes 9783110250282, 9783110250244

This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical

195 22 9MB Read more