Convergence of Stochastic Processes

Convergence of Stochastic Processes
Author: D. Pollard
Publisher: David Pollard
Total Pages: 223
Release: 1984-10-08
Genre: Mathematics
ISBN: 0387909907

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Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in metric spaces; The uniform metric on space of cadlag functions; The skorohod metric on D [0, oo); Central limit teorems; Martingales.


Convergence of Stochastic Processes
Language: en
Pages: 223
Authors: D. Pollard
Categories: Mathematics
Type: BOOK - Published: 1984-10-08 - Publisher: David Pollard

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Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in
Weak Convergence of Stochastic Processes
Language: en
Pages: 180
Authors: Vidyadhar S. Mandrekar
Categories: Mathematics
Type: BOOK - Published: 2016-09-26 - Publisher: Walter de Gruyter GmbH & Co KG

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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
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Language: en
Pages: 245
Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and
Empirical Processes with Applications to Statistics
Language: en
Pages: 992
Authors: Galen R. Shorack
Categories: Mathematics
Type: BOOK - Published: 2009-01-01 - Publisher: SIAM

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Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued ra
Weak Convergence of Stochastic Processes
Language: en
Pages: 148
Authors: Vidyadhar S. Mandrekar
Categories: Mathematics
Type: BOOK - Published: 2016-09-26 - Publisher: Walter de Gruyter GmbH & Co KG

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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