Weak Convergence of Stochastic Processes
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A01=Vidyadhar S. Mandrekar
Author_Vidyadhar S. Mandrekar
Category=PBWL
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Stochastischer Prozess
Product details
- ISBN 9783110475425
- Weight: 301g
- Dimensions: 170 x 240mm
- Publication Date: 26 Sep 2016
- Publisher: De Gruyter
- Publication City/Country: DE
- Product Form: Paperback
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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 processes
Weak convergence in metric spaces
Weak convergence on C[0, 1] and D[0,∞)
Central limit theorem for semi-martingales and applications
Central limit theorems for dependent random variables
Empirical process
Bibliography
Vidyadhar Mandrekar, Michigan State University, USA.
