Limit theorems for randomly stopped stochastic processes:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London [u.a.]
Springer
2004
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| Series: | Probability and its applications
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. [351] - 391 |
| Physical Description: | XIV, 398 S. graph. Darst. |
| ISBN: | 185233777X |
Staff View
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| 650 | 4 | |a Stochastic processes | |
| 650 | 4 | |a Limit theorems (Probability theory) | |
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Record in the Search Index
| _version_ | 1804133275065647105 |
|---|---|
| adam_text | DMITRII S. SILVESTROV LIMIT THEOREMS FOR RANDOMLY STOPPED STOCHASTIC
PROCESSES SPRINGER CONTENTS PREFACE VII LIST OF FIGURES XIII 1 WEAK
CONVERGENCE OF STOCHASTIC PROCESSES 1 1.1 INTRODUCTORY REMARKS 2 1.2
WEAK CONVERGENCE IN R M 10 1.3 WEAK CONVERGENCE IN METRIC SPACES 14 1.4
THE SPACE D OF CADLAG FUNCTIONS 21 1.5 J-CONTINUOUS FUNCTIONALS 32 1.6
J-CONVERGENCE OF CADLAG PROCESSES 40 2 WEAK CONVERGENCE OF RANDOMLY
STOPPED STOCHASTIC PROCESSES 63 2.1 INTRODUCTORY REMARKS 64 2.2 RANDOMLY
STOPPED SCALAR CADLAG PROCESSES 73 2.3 RANDOMLY STOPPED VECTOR CADLAG
PROCESSES 77 2.4 WEAKENED CONTINUITY CONDITIONS 88 2.5 ITERATED WEAK
LIMITS 107 2.6 SCALAR COMPOSITIONS OF CADLAG PROCESSES 112 2.7 VECTOR
COMPOSITIONS OF CADLAG PROCESSES 122 2.8 TRANSLATION THEOREMS 130 2.9
RANDOMLY STOPPED LOCALLY COMPACT CADLAG PROCESSES 139 3 J-CONVERGENCE OF
COMPOSITIONS OF STOCHASTIC PROCESSES 147 3.1 INTRODUCTORY REMARKS 148
3.2 COMPOSITIONS WITH ASYMPTOTICALLY CONTINUOUS COMPONENTS 158 3.3
ASYMPTOTICALLY CONTINUOUS EXTERNAL PROCESSES 165 3.4 ASYMPTOTICALLY
CONTINUOUS INTERNAL STOPPING PROCESSES 173 3.5 SEMI-VECTOR COMPOSITIONS
OF CADLAG FUNCTIONS 181 3.6 SEMI-VECTOR COMPOSITIONS OF CADLAG PROCESSES
189 3.7 VECTOR COMPOSITIONS OF CADLAG FUNCTIONS 200 XII 3.8 VECTOR
COMPOSITIONS OF CADLAG PROCESSES 214 4 SUMMARY OF APPLICATIONS 229 4.1
INTRODUCTORY REMARKS 231 4.2 RANDOMLY STOPPED SUM-PROCESSES 240 4.3
GENERALISED EXCEEDING PROCESSES 251 4.4 STEP GENERALISED EXCEEDING
PROCESSES 271 4.5 SUM-PROCESSES WITH RENEWAL STOPPING 280 4.6
ACCUMULATION PROCESSES 292 4.7 EXTREMES WITH RANDOM SAMPLE SIZE 303 4.8
MIXED SUM-MAX PROCESSES 310 4.9 MAX-PROCESSES WITH RENEWAL STOPPING 322
4.10 SHOCK PROCESSES 329 BIBLIOGRAPHICAL REMARKS 339 REFERENCES 351
INDEX 393
|
| any_adam_object | 1 |
| author | Silvestrov, Dmitrii 1947- |
| author_GND | (DE-588)12862731X |
| author_facet | Silvestrov, Dmitrii 1947- |
| author_role | aut |
| author_sort | Silvestrov, Dmitrii 1947- |
| author_variant | d s ds |
| building | Verbundindex |
| bvnumber | BV019788064 |
| callnumber-first | Q - Science |
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| callnumber-raw | QA274.S548 2004 |
| callnumber-search | QA274.S548 2004 |
| callnumber-sort | QA 3274 S548 42004 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 820 |
| ctrlnum | (OCoLC)53068680 (DE-599)BVBBV019788064 |
| dewey-full | 519.2/322 519.2/3 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/3 22 519.2/3 |
| dewey-search | 519.2/3 22 519.2/3 |
| dewey-sort | 3519.2 13 222 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV019788064 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:06:07Z |
| institution | BVB |
| isbn | 185233777X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013113886 |
| oclc_num | 53068680 |
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| physical | XIV, 398 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Springer |
| record_format | marc |
| series2 | Probability and its applications |
| spelling | Silvestrov, Dmitrii 1947- Verfasser (DE-588)12862731X aut Limit theorems for randomly stopped stochastic processes Dmitrii S. Silvestrov London [u.a.] Springer 2004 XIV, 398 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Probability and its applications Literaturverz. S. [351] - 391 Limiettheorema's gtt Processus stochastiques Stochastische processen gtt Théorèmes limites (Théorie des probabilités) Stochastic processes Limit theorems (Probability theory) Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Grenzwertsatz (DE-588)4158163-5 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Grenzwertsatz (DE-588)4158163-5 s DE-604 HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013113886&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Silvestrov, Dmitrii 1947- Limit theorems for randomly stopped stochastic processes Limiettheorema's gtt Processus stochastiques Stochastische processen gtt Théorèmes limites (Théorie des probabilités) Stochastic processes Limit theorems (Probability theory) Stochastischer Prozess (DE-588)4057630-9 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4158163-5 |
| title | Limit theorems for randomly stopped stochastic processes |
| title_auth | Limit theorems for randomly stopped stochastic processes |
| title_exact_search | Limit theorems for randomly stopped stochastic processes |
| title_full | Limit theorems for randomly stopped stochastic processes Dmitrii S. Silvestrov |
| title_fullStr | Limit theorems for randomly stopped stochastic processes Dmitrii S. Silvestrov |
| title_full_unstemmed | Limit theorems for randomly stopped stochastic processes Dmitrii S. Silvestrov |
| title_short | Limit theorems for randomly stopped stochastic processes |
| title_sort | limit theorems for randomly stopped stochastic processes |
| topic | Limiettheorema's gtt Processus stochastiques Stochastische processen gtt Théorèmes limites (Théorie des probabilités) Stochastic processes Limit theorems (Probability theory) Stochastischer Prozess (DE-588)4057630-9 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
| topic_facet | Limiettheorema's Processus stochastiques Stochastische processen Théorèmes limites (Théorie des probabilités) Stochastic processes Limit theorems (Probability theory) Stochastischer Prozess Grenzwertsatz |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013113886&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT silvestrovdmitrii limittheoremsforrandomlystoppedstochasticprocesses |