Items related to Strong Limit Theorems

Strong Limit Theorems - Softcover

 
9789401730983: Strong Limit Theorems

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Synopsis

Introduction. 1. Preliminaries. 1. Stationary Sequence (Mixing Conditions, Basic Inqualities). 2. Wiener Process (increment Theory). 3. Skorokhod Theorem. 4. Martingale Convergence Theorem and Goal-Koksme Strong Law of Large Numbers. 5. Moricz Exponent Inequality.2. I.I.D.R.V. 1. Strassen Strong Invariance Principle. 2. Improvement of the Rate of Convergence. 3. The Best Rate, K-M-T Theorem. 4. Increments of Partial Sums. 3. Independent Non-Identically Distributed R.V. 1. Strong Approximations of Partial Sums by Wiener Process. 2. Increments of Partial Sums. 4. Stationary Sequence. 1. Basic Method and its Improvement. 2. Strong Approximations of (alphabeta-Mixing Sequence. 3. Mixing Rate and Approximation Remainder Term. 4. Strong Approximations of alpha(pi)-Mixing Sequence. 5. Strong Approximations of Functions of Mixing Sequence. 6. Increments of Partial Sums for phi-Mixing Sequence. 5. Strong Approximations of Other Kinds of Dependent Sequence and Statistics. 1. Lacunary Trigonometric Series. 2. Gaussian Sequence. 3. Additive Functional of Markov Process. 4. U-Statistics. 5. Estimators of Error Variance. 6. Miscellany.

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  • PublisherSpringer
  • Publication date2014
  • ISBN 10 9401730989
  • ISBN 13 9789401730983
  • BindingPaperback
  • LanguageEnglish

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Other Popular Editions of the Same Title

9780792317982: Strong Limit Theorems: 4 (Mathematics and its Applications, 4)

Featured Edition

ISBN 10:  079231798X ISBN 13:  9780792317982
Publisher: Springer, 1992
Hardcover