Local properties of distributions of stochastic functionals:
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Providence, RI
American Math. Soc.
1998
|
| Series: | Translations of mathematical monographs
173 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references (p. 175-181) and index |
| Physical Description: | XIII, 184 S. graph. Darst. 27 cm |
| ISBN: | 9780821805848 0821805843 |
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MARC
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| 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 | |
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Record in the Search Index
| _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
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| 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 |
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| 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 |
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| 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 |
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