Weak convergence and its applications:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2014
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | Includes bibliographical references (p. 171-174) and index 1. The definition and basic properties of weak convergence. 1.1. Metric space. 1.2. The definition of weak convergence of stochastic processes and portmanteau theorem. 1.3. How to verify the weak convergence? 1.4. Two examples of applications of weak convergence -- 2. Convergence to the independent increment processes. 2.1. The basic conditions of convergence to the Gaussian independent increment processes. 2.2. Donsker invariance principle. 2.3. Convergence of Poisson point processes. 2.4. Two examples of applications of point process method -- 3. Convergence to semimartingales. 3.1. The conditions of tightness for semimartingale sequence. 3.2. Weak convergence to semimartingale. 3.3. Weak convergence to stochastic integral I: the martingale convergence approach. 3.4. Weak convergence to stochastic integral II: Kurtz and Protter's approach. 3.5. Stable central limit theorem for semimartingales. 3.6. An application to stochastic differential equations -- 4. Convergence of empirical processes. 4.1. Classical weak convergence of empirical processes. 4.2. Weak convergence of marked empirical processes. 4.3. Weak convergence of function index empirical processes. 4.4. Weak convergence of empirical processes involving time-dependent data. 4.5. Two examples of applications in statistics Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory |
| Beschreibung: | 1 Online-Ressource (viii, 176 p.) |
| ISBN: | 9789814447690 9789814447706 9814447706 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043059050 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 151126s2014 |||| o||u| ||||||eng d | ||
| 020 | |a 9789814447690 |9 978-981-4447-69-0 | ||
| 020 | |a 9789814447706 |9 978-981-4447-70-6 | ||
| 020 | |a 9814447706 |9 981-4447-70-6 | ||
| 035 | |a (OCoLC)890604051 | ||
| 035 | |a (DE-599)BVBBV043059050 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 |a DE-1047 | ||
| 082 | 0 | |a 519.2 |2 22 | |
| 100 | 1 | |a Lin, Zhengyan |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Weak convergence and its applications |c Zhengyan Lin, Hanchao Wang |
| 264 | 1 | |a Singapore |b World Scientific Pub. Co. |c c2014 | |
| 300 | |a 1 Online-Ressource (viii, 176 p.) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references (p. 171-174) and index | ||
| 500 | |a 1. The definition and basic properties of weak convergence. 1.1. Metric space. 1.2. The definition of weak convergence of stochastic processes and portmanteau theorem. 1.3. How to verify the weak convergence? 1.4. Two examples of applications of weak convergence -- 2. Convergence to the independent increment processes. 2.1. The basic conditions of convergence to the Gaussian independent increment processes. 2.2. Donsker invariance principle. 2.3. Convergence of Poisson point processes. 2.4. Two examples of applications of point process method -- 3. Convergence to semimartingales. 3.1. The conditions of tightness for semimartingale sequence. 3.2. Weak convergence to semimartingale. 3.3. Weak convergence to stochastic integral I: the martingale convergence approach. 3.4. Weak convergence to stochastic integral II: Kurtz and Protter's approach. 3.5. Stable central limit theorem for semimartingales. 3.6. An application to stochastic differential equations -- 4. Convergence of empirical processes. 4.1. Classical weak convergence of empirical processes. 4.2. Weak convergence of marked empirical processes. 4.3. Weak convergence of function index empirical processes. 4.4. Weak convergence of empirical processes involving time-dependent data. 4.5. Two examples of applications in statistics | ||
| 500 | |a Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory | ||
| 650 | 7 | |a MATHEMATICS / Applied |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS / Probability & Statistics / General |2 bisacsh | |
| 650 | 7 | |a Convergence |2 fast | |
| 650 | 7 | |a Distribution (Probability theory) |2 fast | |
| 650 | 4 | |a Convergence | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 0 | 7 | |a Stochastische Konvergenz |0 (DE-588)4183376-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Wahrscheinlichkeitstheorie |0 (DE-588)4079013-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Schwache Konvergenz |0 (DE-588)4180292-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Empirischer Prozess |0 (DE-588)4224810-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Schwache Konvergenz |0 (DE-588)4180292-5 |D s |
| 689 | 0 | 1 | |a Stochastische Konvergenz |0 (DE-588)4183376-4 |D s |
| 689 | 0 | 2 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 0 | 3 | |a Empirischer Prozess |0 (DE-588)4224810-3 |D s |
| 689 | 0 | 4 | |a Wahrscheinlichkeitstheorie |0 (DE-588)4079013-7 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Wang, Hanchao |e Sonstige |4 oth | |
| 710 | 2 | |a World Scientific (Firm) |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=942142 |x Aggregator |3 Volltext |
| 912 | |a ZDB-4-EBA | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028483242 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=942142 |l FAW01 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=942142 |l FAW02 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804175432670511104 |
|---|---|
| any_adam_object | |
| author | Lin, Zhengyan |
| author_facet | Lin, Zhengyan |
| author_role | aut |
| author_sort | Lin, Zhengyan |
| author_variant | z l zl |
| building | Verbundindex |
| bvnumber | BV043059050 |
| collection | ZDB-4-EBA |
| ctrlnum | (OCoLC)890604051 (DE-599)BVBBV043059050 |
| 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 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04356nmm a2200613zc 4500</leader><controlfield tag="001">BV043059050</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">151126s2014 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789814447690</subfield><subfield code="9">978-981-4447-69-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789814447706</subfield><subfield code="9">978-981-4447-70-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9814447706</subfield><subfield code="9">981-4447-70-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)890604051</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043059050</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield><subfield code="a">DE-1047</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Lin, Zhengyan</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Weak convergence and its applications</subfield><subfield code="c">Zhengyan Lin, Hanchao Wang</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">World Scientific Pub. Co.</subfield><subfield code="c">c2014</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (viii, 176 p.)</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">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (p. 171-174) and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">1. The definition and basic properties of weak convergence. 1.1. Metric space. 1.2. The definition of weak convergence of stochastic processes and portmanteau theorem. 1.3. How to verify the weak convergence? 1.4. Two examples of applications of weak convergence -- 2. Convergence to the independent increment processes. 2.1. The basic conditions of convergence to the Gaussian independent increment processes. 2.2. Donsker invariance principle. 2.3. Convergence of Poisson point processes. 2.4. Two examples of applications of point process method -- 3. Convergence to semimartingales. 3.1. The conditions of tightness for semimartingale sequence. 3.2. Weak convergence to semimartingale. 3.3. Weak convergence to stochastic integral I: the martingale convergence approach. 3.4. Weak convergence to stochastic integral II: Kurtz and Protter's approach. 3.5. Stable central limit theorem for semimartingales. 3.6. An application to stochastic differential equations -- 4. Convergence of empirical processes. 4.1. Classical weak convergence of empirical processes. 4.2. Weak convergence of marked empirical processes. 4.3. Weak convergence of function index empirical processes. 4.4. Weak convergence of empirical processes involving time-dependent data. 4.5. Two examples of applications in statistics</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATHEMATICS / Applied</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATHEMATICS / Probability & Statistics / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Convergence</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Distribution (Probability theory)</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Convergence</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Probability theory)</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Konvergenz</subfield><subfield code="0">(DE-588)4183376-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wahrscheinlichkeitstheorie</subfield><subfield code="0">(DE-588)4079013-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Schwache Konvergenz</subfield><subfield code="0">(DE-588)4180292-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Empirischer Prozess</subfield><subfield code="0">(DE-588)4224810-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Schwache Konvergenz</subfield><subfield code="0">(DE-588)4180292-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stochastische Konvergenz</subfield><subfield code="0">(DE-588)4183376-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Empirischer Prozess</subfield><subfield code="0">(DE-588)4224810-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Wahrscheinlichkeitstheorie</subfield><subfield code="0">(DE-588)4079013-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Wang, Hanchao</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="710" ind1="2" ind2=" "><subfield code="a">World Scientific (Firm)</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=942142</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028483242</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=942142</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=942142</subfield><subfield code="l">FAW02</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043059050 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:16:12Z |
| institution | BVB |
| isbn | 9789814447690 9789814447706 9814447706 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028483242 |
| oclc_num | 890604051 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (viii, 176 p.) |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | World Scientific Pub. Co. |
| record_format | marc |
| spelling | Lin, Zhengyan Verfasser aut Weak convergence and its applications Zhengyan Lin, Hanchao Wang Singapore World Scientific Pub. Co. c2014 1 Online-Ressource (viii, 176 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (p. 171-174) and index 1. The definition and basic properties of weak convergence. 1.1. Metric space. 1.2. The definition of weak convergence of stochastic processes and portmanteau theorem. 1.3. How to verify the weak convergence? 1.4. Two examples of applications of weak convergence -- 2. Convergence to the independent increment processes. 2.1. The basic conditions of convergence to the Gaussian independent increment processes. 2.2. Donsker invariance principle. 2.3. Convergence of Poisson point processes. 2.4. Two examples of applications of point process method -- 3. Convergence to semimartingales. 3.1. The conditions of tightness for semimartingale sequence. 3.2. Weak convergence to semimartingale. 3.3. Weak convergence to stochastic integral I: the martingale convergence approach. 3.4. Weak convergence to stochastic integral II: Kurtz and Protter's approach. 3.5. Stable central limit theorem for semimartingales. 3.6. An application to stochastic differential equations -- 4. Convergence of empirical processes. 4.1. Classical weak convergence of empirical processes. 4.2. Weak convergence of marked empirical processes. 4.3. Weak convergence of function index empirical processes. 4.4. Weak convergence of empirical processes involving time-dependent data. 4.5. Two examples of applications in statistics Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Convergence fast Distribution (Probability theory) fast Convergence Distribution (Probability theory) Stochastische Konvergenz (DE-588)4183376-4 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Schwache Konvergenz (DE-588)4180292-5 gnd rswk-swf Empirischer Prozess (DE-588)4224810-3 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Schwache Konvergenz (DE-588)4180292-5 s Stochastische Konvergenz (DE-588)4183376-4 s Stochastischer Prozess (DE-588)4057630-9 s Empirischer Prozess (DE-588)4224810-3 s Wahrscheinlichkeitstheorie (DE-588)4079013-7 s 1\p DE-604 Wang, Hanchao Sonstige oth World Scientific (Firm) Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=942142 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Lin, Zhengyan Weak convergence and its applications MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Convergence fast Distribution (Probability theory) fast Convergence Distribution (Probability theory) Stochastische Konvergenz (DE-588)4183376-4 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Schwache Konvergenz (DE-588)4180292-5 gnd Empirischer Prozess (DE-588)4224810-3 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4183376-4 (DE-588)4079013-7 (DE-588)4180292-5 (DE-588)4224810-3 (DE-588)4057630-9 |
| title | Weak convergence and its applications |
| title_auth | Weak convergence and its applications |
| title_exact_search | Weak convergence and its applications |
| title_full | Weak convergence and its applications Zhengyan Lin, Hanchao Wang |
| title_fullStr | Weak convergence and its applications Zhengyan Lin, Hanchao Wang |
| title_full_unstemmed | Weak convergence and its applications Zhengyan Lin, Hanchao Wang |
| title_short | Weak convergence and its applications |
| title_sort | weak convergence and its applications |
| topic | MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Convergence fast Distribution (Probability theory) fast Convergence Distribution (Probability theory) Stochastische Konvergenz (DE-588)4183376-4 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Schwache Konvergenz (DE-588)4180292-5 gnd Empirischer Prozess (DE-588)4224810-3 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | MATHEMATICS / Applied MATHEMATICS / Probability & Statistics / General Convergence Distribution (Probability theory) Stochastische Konvergenz Wahrscheinlichkeitstheorie Schwache Konvergenz Empirischer Prozess Stochastischer Prozess |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=942142 |
| work_keys_str_mv | AT linzhengyan weakconvergenceanditsapplications AT wanghanchao weakconvergenceanditsapplications AT worldscientificfirm weakconvergenceanditsapplications |