Mandrekar Weak Convergence of Stochastic Processes

With Applications to Statistical Limit Theorems
1. Auflage 2016
ISBN: 978-3-11-047545-6
Verlag: De Gruyter
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 148 Seiten

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 processesWeak convergence in metric spacesWeak convergence on C[0, 1] and D[0,8)Central limit theorem for semi-martingales and applicationsCentral limit theorems for dependent random variablesEmpirical processBibliography

Zielgruppe

Graduate students and researchers in Mathematics.

Autoren/Hrsg.

Mandrekar, Vidyadhar S.

Fachgebiete

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

Über Autor(innen)

Vidyadhar Mandrekar, Michigan State University, USA.