Holdings: Martingale approximation

Martingale approximation:

Saved in:

Bibliographic Details
Main Author:	Borovskich, Jurij V. (Author)
Format:	Book
Language:	English
Published:	Utrecht VSP 1997
Edition:	1. publ.
Online Access:	Inhaltsverzeichnis
Physical Description:	XI, 322 S.
ISBN:	9067642711

Staff View

MARC


LEADER	00000nam a2200000 c 4500
001	BV011921668
003	DE-604
005	19980622
007	t
008	980506s1997 \|\|\|\| 00\|\|\| eng d
020			\|a 9067642711 \|9 90-6764-271-1
035			\|a (OCoLC)246170521
035			\|a (DE-599)BVBBV011921668
040			\|a DE-604 \|b ger \|e rakddb
041	0		\|a eng
049			\|a DE-739 \|a DE-824 \|a DE-19
084			\|a SK 820 \|0 (DE-625)143258: \|2 rvk
100	1		\|a Borovskich, Jurij V. \|e Verfasser \|4 aut
245	1	0	\|a Martingale approximation \|c Yu. V. Borovskikh und V. S. Korolyuk
250			\|a 1. publ.
264		1	\|a Utrecht \|b VSP \|c 1997
300			\|a XI, 322 S.
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
700	1		\|a Korolyuk, V. S. \|e Sonstige \|4 oth
856	4	2	\|m GBV Datenaustausch \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008059137&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
999			\|a oai:aleph.bib-bvb.de:BVB01-008059137

Record in the Search Index

_version_	1804126510410366976
adam_text	MARTINGALE APPROXIMATION YU.V. BOROVSKIKH AND V.S. KOROLYUK ///VSP/// UTRECHT, THE NETHERLANDS, 1997 CONTENTS PREFACE IX 1 BASIC NOTIONS 1 1.1 STOCHASTIC PROCESSES 1 1.2 A STOPPING TIME 2 1.3 MARTINGALES 3 1.4 THE MARTINGALE PRESERVATION PROPERTY. WALD S IDENTITY 8 1.5 DISCRETE-TIME MARTINGALES 11 1.6 PROCESSES WITH FINITE VARIATION 13 1.7 A PREDICTABLE CHARACTERISTIC (COMPENSATOR) 14 1.8 MULTIVARIATE POINT PROCESSES 16 1.9 MARTINGALES WITH MULTIDIMENSIONAL INDICES 19 2 SEMIMARTINGALES 21 2.1 PROCESSES WITH INDEPENDENT INCREMENTS 21 2.2 CANONICAL DECOMPOSITION OF SEMIMARTINGALES 25 2.3 STOCHASTIC INTEGRAL 25 2.4 QUADRATIC VARIATION AND ITO S FORMULA ! 28 275 STOCHASTIC EXPONENTIAL 30 2.6 CHARACTERISTICS OF SEMIMARTINGALES 32 2.7 SEMIMARTINGALES WITH DISCRETE TIME 34 3 INEQUALITIES 37 3.1 DOOB ? S INEQUALITIES ,37 3.2 BDG-INEQUALITIES 40 3.3 MOMENT INEQUALITIES 52 3.4 MAXIMAL INEQUALITIES 54 3.5 DOMINATION PRINCIPLE FOR MARTINGALES 56 3.6 INEQUALITIES FOR MARTINGALES WITH MULTIDIMENSIONAL INDICES 61 VI CONTENTS 4 LAWS OF LARGE NUMBERS 63 4.1 BASIC CONVERGENCE THEOREMS 63 4.2 THE WEAK LAW OF LARGE NUMBERS 70 4.3 THE STRONG LAW OF LARGE NUMBERS 73 4.4 CONVERGENCE IN L P 76 4.5 BACKWARD MARTINGALES WITH MULTIDIMENSIONAL INDICES 78 4.6 BANACH-VALUED MARTINGALES 79 5 CENTRAL LIMIT THEOREM 89 5.1 STATEMENT OF PROBLEM 89 5.2 CONDITIONS OF NORMAL CONVERGENCE 90 5.3 SQUARE INTEGRABLE MARTINGALES 91 5.4 CENTRAL LIMIT THEOREM WITHOUT MOMENT CONDITIONS 94 5.5 RANDOM CENTRAL LIMIT THEOREM 97 5.6 MIXTURE OF NORMAL DISTRIBUTIONS 98 5.7 REVERSED MARTINGALES 100 5.8 BANACH-VALUED MARTINGALES 106 6 CONVERGENCE OF SEMIMARTINGALES 109 6.1 FUNCTIONAL CENTRAL LIMIT THEOREM 109 6.2 CONVERGENCE TO A PROCESS WITH INDEPENDENT INCREMENTS 115 6.3 CONVERGENCE OF STOCHASTIC EXPONENTIALS 119 6.4 CONVERGENCE OF POINT PROCESSES. . . * 122 7 RATE OF WEAK CONVERGENCE 125 7.1 ESTIMATES IN THE CENTRAL LIMIT THEOREM 125 7.2 PROXIMATE ORDER OF CONVERGENCE TO THE MIXTURE OF NORMAL DISTRIBUTIONS 150 7.3 ESTIMATES IN THE RANDOM CENTRAL LIMIT THEOREM 158 7.4 ESTIMATES FOR REVERSED MARTINGALES 159 7.5 ESTIMATES FOR SEMIMARTINGALES 166 7.6 NON-UNIFORM ESTIMATES 168 ,, 7.7 ESTIMATES IN THE INVARIANCE PRINCIPLE 172 8 APPLICATIONS OF MARTINGALES 175 8.1 [/-STATISTICS 175 8.2 RANK STATISTICS 236 8.3 EXCHANGEABLE RANDOM VARIABLES 253 8.4 THE STOCHASTIC POISSON EXPONENTIAL 262 CONTENTS VII APPENDIX 271 A.I UNIFORM INTEGRABILITY 271 A.2 CONVERGENCE THEOREMS 271 A.3 KRONECKER S LEMMA 273 A.4 KHINTCHINE S INEQUALITIES 273 A.5 MARCINKIEWICZ-ZYGMUND INEQUALITIES 274 A.6 THE WEAK CONVERGENCE OF PROBABILITY MEASURES 275 A.7 GENERAL APPROXIMATION METHODS 279 BIBLIOGRAPHIC NOTES 287 BIBLIOGRAPHY 293 SUBJECT INDEX 321
any_adam_object	1
author	Borovskich, Jurij V.
author_facet	Borovskich, Jurij V.
author_role	aut
author_sort	Borovskich, Jurij V.
author_variant	j v b jv jvb
building	Verbundindex
bvnumber	BV011921668
classification_rvk	SK 820
ctrlnum	(OCoLC)246170521 (DE-599)BVBBV011921668
discipline	Mathematik
edition	1. publ.
format	Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01073nam a2200301 c 4500</leader><controlfield tag="001">BV011921668</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">19980622 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">980506s1997 \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9067642711</subfield><subfield code="9">90-6764-271-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)246170521</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV011921668</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-739</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Borovskich, Jurij V.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Martingale approximation</subfield><subfield code="c">Yu. V. Borovskikh und V. S. Korolyuk</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. publ.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Utrecht</subfield><subfield code="b">VSP</subfield><subfield code="c">1997</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XI, 322 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Korolyuk, V. S.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">GBV Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008059137&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-008059137</subfield></datafield></record></collection>
id	DE-604.BV011921668
illustrated	Not Illustrated
indexdate	2024-07-09T18:18:36Z
institution	BVB
isbn	9067642711
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-008059137
oclc_num	246170521
open_access_boolean
owner	DE-739 DE-824 DE-19 DE-BY-UBM
owner_facet	DE-739 DE-824 DE-19 DE-BY-UBM
physical	XI, 322 S.
publishDate	1997
publishDateSearch	1997
publishDateSort	1997
publisher	VSP
record_format	marc
spelling	Borovskich, Jurij V. Verfasser aut Martingale approximation Yu. V. Borovskikh und V. S. Korolyuk 1. publ. Utrecht VSP 1997 XI, 322 S. txt rdacontent n rdamedia nc rdacarrier Korolyuk, V. S. Sonstige oth GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008059137&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Borovskich, Jurij V. Martingale approximation
title	Martingale approximation
title_auth	Martingale approximation
title_exact_search	Martingale approximation
title_full	Martingale approximation Yu. V. Borovskikh und V. S. Korolyuk
title_fullStr	Martingale approximation Yu. V. Borovskikh und V. S. Korolyuk
title_full_unstemmed	Martingale approximation Yu. V. Borovskikh und V. S. Korolyuk
title_short	Martingale approximation
title_sort	martingale approximation
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008059137&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT borovskichjurijv martingaleapproximation AT korolyukvs martingaleapproximation

Holdings

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Indexes

MARC

Record in the Search Index

There is no print copy available.

Similar Items