Related Books

Limit Theorems for Stochastic Processes
Language: en
Pages: 620
Authors: Jean Jacod
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

GET EBOOK

Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochas
Limit Theorems for Randomly Stopped Stochastic Processes
Language: en
Pages: 426
Authors: Dmitriĭ Sergeevich Silʹvestrov
Categories: Mathematics
Type: BOOK - Published: 2004 - Publisher: Springer Science & Business Media

GET EBOOK

Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention o
Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
Language: en
Pages: 150
Authors: Hubert Hennion
Categories: Mathematics
Type: BOOK - Published: 2001-08 - Publisher: Springer Science & Business Media

GET EBOOK

This book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for M
Stochastic-Process Limits
Language: en
Pages: 616
Authors: Ward Whitt
Categories: Mathematics
Type: BOOK - Published: 2006-04-11 - Publisher: Springer Science & Business Media

GET EBOOK

From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective rea
Convergence of Stochastic Processes
Language: en
Pages: 223
Authors: D. Pollard
Categories: Mathematics
Type: BOOK - Published: 1984-10-08 - Publisher: David Pollard

GET EBOOK

Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in