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

Convergence of Stochastic Processes

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

Weak Convergence of Stochastic Processes

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
Empirical Processes with Applications to Statistics
Language: en
Pages: 992

Empirical Processes with Applications to Statistics

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
Stochastic Convergence
Language: en
Pages: 215

Stochastic Convergence

Authors: Eugene Lukacs
Categories: Mathematics
Type: BOOK - Published: 2014-07-03 - Publisher: Academic Press

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Stochastic Convergence, Second Edition covers the theoretical aspects of random power series dealing with convergence problems. This edition contains eight chap
Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory
Language: en
Pages: 296

Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory

Authors: Harold Joseph Kushner
Categories: Computers
Type: BOOK - Published: 1984 - Publisher: MIT Press

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Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of app