Weak Convergence of Stochastic Processes

Weak Convergence of Stochastic Processes
Author :
Publisher : Walter de Gruyter GmbH & Co KG
Total Pages : 180
Release :
ISBN-10 : 9783110475456
ISBN-13 : 3110475456
Rating : 4/5 (456 Downloads)

Book Synopsis Weak Convergence of Stochastic Processes by : Vidyadhar S. Mandrekar

Download or read book Weak Convergence of Stochastic Processes written by Vidyadhar S. Mandrekar and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-09-26 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion. Contents: Weak convergence of stochastic processes Weak convergence in metric spaces Weak convergence on C[0, 1] and D[0,∞) Central limit theorem for semi-martingales and applications Central limit theorems for dependent random variables Empirical process Bibliography


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