Convergence of Stochastic Processes

Convergence of Stochastic Processes
Author :
Publisher : David Pollard
Total Pages : 223
Release :
ISBN-10 : 9780387909905
ISBN-13 : 0387909907
Rating : 4/5 (907 Downloads)

Book Synopsis Convergence of Stochastic Processes by : D. Pollard

Download or read book Convergence of Stochastic Processes written by D. Pollard and published by David Pollard. This book was released on 1984-10-08 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Related Books

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
Convergence of Stochastic Processes
Language: en
Pages: 228
Authors: D. Pollard
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

GET EBOOK

A more accurate title for this book might be: An Exposition of Selected Parts of Empirical Process Theory, With Related Interesting Facts About Weak Convergence
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

GET EBOOK

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
Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory
Language: en
Pages: 296
Authors: Harold Joseph Kushner
Categories: Computers
Type: BOOK - Published: 1984 - Publisher: MIT Press

GET EBOOK

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

Stochastic Process Limits are useful and interesting because they generate simple approximations for complicated stochastic processes and also help explain the