Weak Convergence of Stochastic Processes
Author | : Vidyadhar S. Mandrekar |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 180 |
Release | : 2016-09-26 |
ISBN-10 | : 9783110475456 |
ISBN-13 | : 3110475456 |
Rating | : 4/5 (456 Downloads) |
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