Stable convergence and stable limit theorems:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham [u.a.]
Springer
2015
|
| Series: | Probability Theory and Stochastic Modelling
74 |
| Subjects: | |
| Online Access: | BTU01 FRO01 TUM01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Physical Description: | 1 Online-Ressource (X, 228 S.) |
| ISBN: | 9783319183299 |
| ISSN: | 2199-3130 |
| DOI: | 10.1007/978-3-319-18329-9 |
Staff View
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Record in the Search Index
| _version_ | 1804174858888675328 |
|---|---|
| adam_text | STABLE CONVERGENCE AND STABLE LIMIT THEOREMS
/ HAEUSLER, ERICH
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
PREFACE
1.WEAK CONVERGENCE OF MARKOV KERNELS
2.STABLE CONVERGENCE
3.APPLICATIONS
4.STABILITY OF LIMIT THEOREMS
5.STABLE MARTINGALE CENTRAL LIMIT THEOREMS
6.STABLE FUNCTIONAL MARTINGALE CENTRAL LIMIT THEOREMS
7.A STABLE LIMIT THEOREM WITH EXPONENTIAL RATE
8.AUTOREGRESSION OF ORDER ONE
9.BRANCHING PROCESSES
A. APPENDIX
B. APPENDIX
BIBLIOGRAPHY
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
STABLE CONVERGENCE AND STABLE LIMIT THEOREMS
/ HAEUSLER, ERICH
: 2015
ABSTRACT / INHALTSTEXT
THE AUTHORS PRESENT A CONCISE BUT COMPLETE EXPOSITION OF THE
MATHEMATICAL THEORY OF STABLE CONVERGENCE AND GIVE VARIOUS APPLICATIONS
IN DIFFERENT AREAS OF PROBABILITY THEORY AND MATHEMATICAL STATISTICS TO
ILLUSTRATE THE USEFULNESS OF THIS CONCEPT. STABLE CONVERGENCE HOLDS IN
MANY LIMIT THEOREMS OF PROBABILITY THEORY AND STATISTICS – SUCH AS THE
CLASSICAL CENTRAL LIMIT THEOREM – WHICH ARE USUALLY FORMULATED IN
TERMS OF CONVERGENCE IN DISTRIBUTION. ORIGINATED BY ALFRED RENYI, THE
NOTION OF STABLE CONVERGENCE IS STRONGER THAN THE CLASSICAL WEAK
CONVERGENCE OF PROBABILITY MEASURES. A VARIETY OF METHODS IS DESCRIBED
WHICH CAN BE USED TO ESTABLISH THIS STRONGER STABLE CONVERGENCE IN MANY
LIMIT THEOREMS WHICH WERE ORIGINALLY FORMULATED ONLY IN TERMS OF WEAK
CONVERGENCE. NATURALLY, THESE STRONGER LIMIT THEOREMS HAVE NEW AND
STRONGER CONSEQUENCES WHICH SHOULD NOT BE MISSED BY NEGLECTING THE
NOTION OF STABLE CONVERGENCE. THE PRESENTATION WILL BE ACCESSIBLE TO
RESEARCHERS AND ADVANCED STUDENTS AT THE MASTER S LEVEL WITH A SOLID
KNOWLEDGE OF MEASURE THEORETIC PROBABILITY
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Häusler, Erich Luschgy, Harald 1949- |
| author_GND | (DE-588)1025958039 |
| author_facet | Häusler, Erich Luschgy, Harald 1949- |
| author_role | aut aut |
| author_sort | Häusler, Erich |
| author_variant | e h eh h l hl |
| building | Verbundindex |
| bvnumber | BV042669443 |
| classification_tum | MAT 000 |
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| ctrlnum | (OCoLC)915353582 (DE-599)BVBBV042669443 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-319-18329-9 |
| format | Electronic eBook |
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| indexdate | 2024-07-10T07:07:05Z |
| institution | BVB |
| isbn | 9783319183299 |
| issn | 2199-3130 |
| language | English |
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| publisher | Springer |
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| series | Probability Theory and Stochastic Modelling |
| series2 | Probability theory and stochastic modelling |
| spelling | Häusler, Erich Verfasser aut Stable convergence and stable limit theorems Erich Häusler ; Harald Luschgy Cham [u.a.] Springer 2015 1 Online-Ressource (X, 228 S.) txt rdacontent c rdamedia cr rdacarrier Probability theory and stochastic modelling 74 2199-3130 Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik Luschgy, Harald 1949- Verfasser (DE-588)1025958039 aut Erscheint auch als Druckausgabe 978-3-319-18328-2 Probability Theory and Stochastic Modelling 74 (DE-604)BV041997534 74 https://doi.org/10.1007/978-3-319-18329-9 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028101527&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028101527&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Häusler, Erich Luschgy, Harald 1949- Stable convergence and stable limit theorems Probability Theory and Stochastic Modelling Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik |
| title | Stable convergence and stable limit theorems |
| title_auth | Stable convergence and stable limit theorems |
| title_exact_search | Stable convergence and stable limit theorems |
| title_full | Stable convergence and stable limit theorems Erich Häusler ; Harald Luschgy |
| title_fullStr | Stable convergence and stable limit theorems Erich Häusler ; Harald Luschgy |
| title_full_unstemmed | Stable convergence and stable limit theorems Erich Häusler ; Harald Luschgy |
| title_short | Stable convergence and stable limit theorems |
| title_sort | stable convergence and stable limit theorems |
| topic | Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik |
| topic_facet | Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik |
| url | https://doi.org/10.1007/978-3-319-18329-9 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028101527&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028101527&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
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