Weak Convergence of Stochastic Processes

With Applications to Statistical Limit Theorems
1. Auflage 2016
ISBN: 978-3-11-047542-5
Verlag: De Gruyter

Buch, Englisch, 142 Seiten, Format (B × H): 170 mm x 240 mm, Gewicht: 264 g

Reihe: De Gruyter Textbook

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[0,8)
Central limit theorem for semi-martingales and applications
Central limit theorems for dependent random variables
Empirical process
Bibliography

Zielgruppe

Graduate students and researchers in Mathematics.

Autoren/Hrsg.

Mandrekar, Vidyadhar S.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Mathematische Analysis Funktionalanalysis
• Mathematik | Informatik Mathematik Topologie Mengentheoretische Topologie

Über Autor(innen)

Vidyadhar Mandrekar, Michigan State University, USA.