Convergence of Stochastic Processes

Convergence of Stochastic Processes
Author :
Publisher : David Pollard
Total Pages : 223
Release :
ISBN-10 : 9780387909905
ISBN-13 : 0387909907
Rating : 4/5 (05 Downloads)

Book Synopsis Convergence of Stochastic Processes by : D. Pollard

Download or read book Convergence of Stochastic Processes written by D. Pollard and published by David Pollard. This book was released on 1984-10-08 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in metric spaces; The uniform metric on space of cadlag functions; The skorohod metric on D [0, oo); Central limit teorems; Martingales.


Convergence of Stochastic Processes Related Books

Convergence of Stochastic Processes
Language: en
Pages: 223
Authors: D. Pollard
Categories: Mathematics
Type: BOOK - Published: 1984-10-08 - Publisher: David Pollard

DOWNLOAD EBOOK

Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in
Weak Convergence of Stochastic Processes
Language: en
Pages: 0
Authors: Vidyadhar Mandrekar
Categories: Mathematics
Type: BOOK - Published: 2016 - Publisher: de Gruyter

DOWNLOAD EBOOK

The purpose of this book is to present results on the subject of weak convergence to study invariance principles in statistical applications. Different techniqu
Stochastic-Process Limits
Language: en
Pages: 616
Authors: Ward Whitt
Categories: Mathematics
Type: BOOK - Published: 2006-04-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective rea
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Language: en
Pages: 245
Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and
Stochastic Convergence
Language: en
Pages: 215
Authors: Eugene Lukacs
Categories: Mathematics
Type: BOOK - Published: 2014-07-03 - Publisher: Academic Press

DOWNLOAD EBOOK

Stochastic Convergence, Second Edition covers the theoretical aspects of random power series dealing with convergence problems. This edition contains eight chap