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

177 31 1MB 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

191 47 18MB 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

164 27 969KB 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

107 90 Read more

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

368 91 274KB 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

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

Statistical Inference in Stochastic Processes 9781003066606, 9780824784171, 9780367403072, 0824784170

Covering both theory and applications, this collection surveys the role of probabilistic models and statistical techniqu

330 109 12MB Read more