Local properties of distributions of stochastic functionals:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Providence, RI
American Math. Soc.
1998
|
| Schriftenreihe: | Translations of mathematical monographs
173 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references (p. 175-181) and index |
| Beschreibung: | XIII, 184 S. graph. Darst. 27 cm |
| ISBN: | 9780821805848 0821805843 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV040114117 | ||
| 003 | DE-604 | ||
| 005 | 20120531 | ||
| 007 | t | ||
| 008 | 120502s1998 d||| |||| 00||| eng d | ||
| 020 | |a 9780821805848 |9 978-0-8218-0584-8 | ||
| 020 | |a 0821805843 |9 0-8218-0584-3 | ||
| 035 | |a (OCoLC)246828202 | ||
| 035 | |a (DE-599)BVBBV040114117 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-824 | ||
| 084 | |a SK 835 |0 (DE-625)143260: |2 rvk | ||
| 100 | 1 | |a Davydov, Jurij A. |d 1944- |e Verfasser |0 (DE-588)173197701 |4 aut | |
| 240 | 1 | 0 | |a Lokal'nye svojstva raspredelenij stochastičeskich funkcionalov |
| 245 | 1 | 0 | |a Local properties of distributions of stochastic functionals |c Yu. A. Davydov ; M. A. Lifshits ; N. V. Smorodina |
| 264 | 1 | |a Providence, RI |b American Math. Soc. |c 1998 | |
| 300 | |a XIII, 184 S. |b graph. Darst. |c 27 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Translations of mathematical monographs |v 173 | |
| 500 | |a Includes bibliographical references (p. 175-181) and index | ||
| 650 | 4 | |a Limit theorems (Probability theory) | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Functionals | |
| 650 | 4 | |a Stochastic processes | |
| 650 | 7 | |a Distribution (Théorie des probabilités) |2 ram | |
| 650 | 7 | |a Théorèmes limites (Théorie des probabilités) |2 ram | |
| 650 | 7 | |a Processus stochastiques |2 ram | |
| 650 | 4 | |a Calcul stochastique | |
| 650 | 4 | |a Fonctionnelle gaussienne | |
| 650 | 4 | |a Fonctionnelle poisson | |
| 650 | 4 | |a Théorème limite local | |
| 700 | 1 | |a Lifšic, Michail A. |d 1956- |e Verfasser |0 (DE-588)12396718X |4 aut | |
| 700 | 1 | |a Smorodina, Natal'ja V. |d 1959- |e Verfasser |0 (DE-588)17319771X |4 aut | |
| 830 | 0 | |a Translations of mathematical monographs |v 173 |w (DE-604)BV000002394 |9 173 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024970372&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-024970372 | ||
Datensatz im Suchindex
| _version_ | 1804149070153908224 |
|---|---|
| adam_text | Contents
Preface vii
Introduction ix
Notation xi
Chapter 1. Preliminaries 1
§1. Random processes and their distributions 1
§2. Convergence of probability measures 4
§3. Measurable partitions and systems of conditional measures 9
Chapter 2. Methods for Studying Distributions of Functionals 13
§4. Stratifications of measures 13
§5. Superstructure 23
§6. Differential operators 29
Chapter 3. Gaussian Functionals 35
§7. Gaussian measures on linear spaces 35
§8. Smooth functionals 47
§9. Distributions of smooth functionals 52
§10. Convexity and the isoperimetric property of the Gaussian measure 57
§11. Convex functionals and their distributions 72
§12. Distribution of the norm 88
Chapter 4. Poisson Functionals 105
§13. The configuration space 105
§14. Differential calculus on the configuration space 111
§15. The Gauss-Ostrogradskii formula 110
§16. Smooth functionals 127
§17. Distribution of the norm of a stable vector 138
Chapter 5. Local Limit Theorems 145
§18. Strong convergence theorems 145
§19. Strong convergence of distributions of Gaussian functional* 150
§20. The local invariance principle 150
§21. The local invariance principle in the case of attraction to a stable
law 101
§22. The infinite-dimensional local limit theorem 107
Bibliographical Notes 171
Bibliography 175
Index 183
V
|
| any_adam_object | 1 |
| author | Davydov, Jurij A. 1944- Lifšic, Michail A. 1956- Smorodina, Natal'ja V. 1959- |
| author_GND | (DE-588)173197701 (DE-588)12396718X (DE-588)17319771X |
| author_facet | Davydov, Jurij A. 1944- Lifšic, Michail A. 1956- Smorodina, Natal'ja V. 1959- |
| author_role | aut aut aut |
| author_sort | Davydov, Jurij A. 1944- |
| author_variant | j a d ja jad m a l ma mal n v s nv nvs |
| building | Verbundindex |
| bvnumber | BV040114117 |
| classification_rvk | SK 835 |
| ctrlnum | (OCoLC)246828202 (DE-599)BVBBV040114117 |
| discipline | Mathematik |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02114nam a2200493 cb4500</leader><controlfield tag="001">BV040114117</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20120531 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">120502s1998 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780821805848</subfield><subfield code="9">978-0-8218-0584-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0821805843</subfield><subfield code="9">0-8218-0584-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)246828202</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV040114117</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-824</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 835</subfield><subfield code="0">(DE-625)143260:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Davydov, Jurij A.</subfield><subfield code="d">1944-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)173197701</subfield><subfield code="4">aut</subfield></datafield><datafield tag="240" ind1="1" ind2="0"><subfield code="a">Lokal'nye svojstva raspredelenij stochastičeskich funkcionalov</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Local properties of distributions of stochastic functionals</subfield><subfield code="c">Yu. A. Davydov ; M. A. Lifshits ; N. V. Smorodina</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Providence, RI</subfield><subfield code="b">American Math. Soc.</subfield><subfield code="c">1998</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIII, 184 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="c">27 cm</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="490" ind1="1" ind2=" "><subfield code="a">Translations of mathematical monographs</subfield><subfield code="v">173</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (p. 175-181) and index</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Limit theorems (Probability theory)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Probability theory)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Functionals</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic processes</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Distribution (Théorie des probabilités)</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Théorèmes limites (Théorie des probabilités)</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Processus stochastiques</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Calcul stochastique</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fonctionnelle gaussienne</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fonctionnelle poisson</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Théorème limite local</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Lifšic, Michail A.</subfield><subfield code="d">1956-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)12396718X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Smorodina, Natal'ja V.</subfield><subfield code="d">1959-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)17319771X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Translations of mathematical monographs</subfield><subfield code="v">173</subfield><subfield code="w">(DE-604)BV000002394</subfield><subfield code="9">173</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ 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=024970372&sequence=000002&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:BVB01-024970372</subfield></datafield></record></collection> |
| id | DE-604.BV040114117 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:17:11Z |
| institution | BVB |
| isbn | 9780821805848 0821805843 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024970372 |
| oclc_num | 246828202 |
| open_access_boolean | |
| owner | DE-824 |
| owner_facet | DE-824 |
| physical | XIII, 184 S. graph. Darst. 27 cm |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | American Math. Soc. |
| record_format | marc |
| series | Translations of mathematical monographs |
| series2 | Translations of mathematical monographs |
| spelling | Davydov, Jurij A. 1944- Verfasser (DE-588)173197701 aut Lokal'nye svojstva raspredelenij stochastičeskich funkcionalov Local properties of distributions of stochastic functionals Yu. A. Davydov ; M. A. Lifshits ; N. V. Smorodina Providence, RI American Math. Soc. 1998 XIII, 184 S. graph. Darst. 27 cm txt rdacontent n rdamedia nc rdacarrier Translations of mathematical monographs 173 Includes bibliographical references (p. 175-181) and index Limit theorems (Probability theory) Distribution (Probability theory) Functionals Stochastic processes Distribution (Théorie des probabilités) ram Théorèmes limites (Théorie des probabilités) ram Processus stochastiques ram Calcul stochastique Fonctionnelle gaussienne Fonctionnelle poisson Théorème limite local Lifšic, Michail A. 1956- Verfasser (DE-588)12396718X aut Smorodina, Natal'ja V. 1959- Verfasser (DE-588)17319771X aut Translations of mathematical monographs 173 (DE-604)BV000002394 173 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024970372&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Davydov, Jurij A. 1944- Lifšic, Michail A. 1956- Smorodina, Natal'ja V. 1959- Local properties of distributions of stochastic functionals Translations of mathematical monographs Limit theorems (Probability theory) Distribution (Probability theory) Functionals Stochastic processes Distribution (Théorie des probabilités) ram Théorèmes limites (Théorie des probabilités) ram Processus stochastiques ram Calcul stochastique Fonctionnelle gaussienne Fonctionnelle poisson Théorème limite local |
| title | Local properties of distributions of stochastic functionals |
| title_alt | Lokal'nye svojstva raspredelenij stochastičeskich funkcionalov |
| title_auth | Local properties of distributions of stochastic functionals |
| title_exact_search | Local properties of distributions of stochastic functionals |
| title_full | Local properties of distributions of stochastic functionals Yu. A. Davydov ; M. A. Lifshits ; N. V. Smorodina |
| title_fullStr | Local properties of distributions of stochastic functionals Yu. A. Davydov ; M. A. Lifshits ; N. V. Smorodina |
| title_full_unstemmed | Local properties of distributions of stochastic functionals Yu. A. Davydov ; M. A. Lifshits ; N. V. Smorodina |
| title_short | Local properties of distributions of stochastic functionals |
| title_sort | local properties of distributions of stochastic functionals |
| topic | Limit theorems (Probability theory) Distribution (Probability theory) Functionals Stochastic processes Distribution (Théorie des probabilités) ram Théorèmes limites (Théorie des probabilités) ram Processus stochastiques ram Calcul stochastique Fonctionnelle gaussienne Fonctionnelle poisson Théorème limite local |
| topic_facet | Limit theorems (Probability theory) Distribution (Probability theory) Functionals Stochastic processes Distribution (Théorie des probabilités) Théorèmes limites (Théorie des probabilités) Processus stochastiques Calcul stochastique Fonctionnelle gaussienne Fonctionnelle poisson Théorème limite local |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024970372&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000002394 |
| work_keys_str_mv | AT davydovjurija lokalnyesvojstvaraspredelenijstochasticeskichfunkcionalov AT lifsicmichaila lokalnyesvojstvaraspredelenijstochasticeskichfunkcionalov AT smorodinanataljav lokalnyesvojstvaraspredelenijstochasticeskichfunkcionalov AT davydovjurija localpropertiesofdistributionsofstochasticfunctionals AT lifsicmichaila localpropertiesofdistributionsofstochasticfunctionals AT smorodinanataljav localpropertiesofdistributionsofstochasticfunctionals |