Dmitrii S. Silvestrov
Limit Theorems for Randomly Stopped Stochastic Processes
Dmitrii S. Silvestrov
Limit Theorems for Randomly Stopped Stochastic Processes
- Gebundenes Buch
- Merkliste
- Auf die Merkliste
- Bewerten Bewerten
- Teilen
- Produkt teilen
- Produkterinnerung
- Produkterinnerung
This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.
Andere Kunden interessierten sich auch für
- Dmitrii S. SilvestrovLimit Theorems for Randomly Stopped Stochastic Processes39,99 €
- Shoumei LiLimit Theorems and Applications of Set-Valued and Fuzzy Set-Valued Random Variables79,99 €
- Yu.V. Prokhorov / V. Statulevicius (eds.)Limit Theorems of Probability Theory79,99 €
- Hubert HennionLimit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness28,99 €
- Limit Theorems of Probability Theory74,99 €
- Jean JacodLimit Theorems for Stochastic Processes135,99 €
- Alexander D. WentzellLimit Theorems on Large Deviations for Markov Stochastic Processes40,99 €
-
-
-
This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.
Produktdetails
- Produktdetails
- Probability and Its Applications
- Verlag: Springer, Berlin
- Seitenzahl: 416
- Erscheinungstermin: 14. Januar 2004
- Englisch
- Abmessung: 241mm x 160mm x 28mm
- Gewicht: 754g
- ISBN-13: 9781852337773
- ISBN-10: 185233777X
- Artikelnr.: 12633183
- Probability and Its Applications
- Verlag: Springer, Berlin
- Seitenzahl: 416
- Erscheinungstermin: 14. Januar 2004
- Englisch
- Abmessung: 241mm x 160mm x 28mm
- Gewicht: 754g
- ISBN-13: 9781852337773
- ISBN-10: 185233777X
- Artikelnr.: 12633183
Dmitrii S. Silvestrov, Mälardalen University, Västeras, Sweden
Preface.- Weak Convergence of Stochastic Processes.- Weak Convergence of Randomly Stopped Stochastic Processes.- J-convergence of Compositions of Stochastic Processes.- Summary of Applications.- Bibliographical Remarks.- References.- Index.
1 Weak convergence of stochastic processes.- 1.1 Introductory remarks.- 1.2 Weak convergence in Rm.- 1.3 Weak convergence in metric spaces.- 1.4 The space D of càdlàg functions.- 1.5 J-continuous functionals.- 1.6 J-convergence of càdlàg processes.- 2 Weak convergence of randomly stopped stochastic processes.- 2.1 Introductory remarks.- 2.2 Randomly stopped scalar càdlàg processes.- 2.3 Randomly stopped vector càdlàg processes.- 2.4 Weakened continuity conditions.- 2.5 Iterated weak limits.- 2.6 Scalar compositions of càdlàg processes.- 2.7 Vector compositions of càdlàg processes.- 2.8 Translation theorems.- 2.9 Randomly stopped locally compact càdlàg processes.- 3 J-convergence of compositions of stochastic processes.- 3.1 Introductory remarks.- 3.2 Compositions with asymptotically continuous components.- 3.3 Asymptotically continuous external processes.- 3.4 Asymptotically continuous internal stopping processes.- 3.5 Semi-vector compositions of càdlàg functions.- 3.6 Semi-vector compositions of càdlàg processes.- 3.7 Vector compositions of càdlàg functions.- 3.8 Vector compositions of càdlàg processes.- 4 Summary of applications.- 4.1 Introductory remarks.- 4.2 Randomly stopped sum-processes.- 4.3 Generalised exceeding processes.- 4.4 Step generalised exceeding processes.- 4.5 Sum-processes with renewal stopping.- 4.6 Accumulation processes.- 4.7 Extremes with random sample size.- 4.8 Mixed sum-max processes.- 4.9 Max-processes with renewal stopping.- 4.10 Shock processes.- Bibliographical remarks.- References.
Preface.- Weak Convergence of Stochastic Processes.- Weak Convergence of Randomly Stopped Stochastic Processes.- J-convergence of Compositions of Stochastic Processes.- Summary of Applications.- Bibliographical Remarks.- References.- Index.
1 Weak convergence of stochastic processes.- 1.1 Introductory remarks.- 1.2 Weak convergence in Rm.- 1.3 Weak convergence in metric spaces.- 1.4 The space D of càdlàg functions.- 1.5 J-continuous functionals.- 1.6 J-convergence of càdlàg processes.- 2 Weak convergence of randomly stopped stochastic processes.- 2.1 Introductory remarks.- 2.2 Randomly stopped scalar càdlàg processes.- 2.3 Randomly stopped vector càdlàg processes.- 2.4 Weakened continuity conditions.- 2.5 Iterated weak limits.- 2.6 Scalar compositions of càdlàg processes.- 2.7 Vector compositions of càdlàg processes.- 2.8 Translation theorems.- 2.9 Randomly stopped locally compact càdlàg processes.- 3 J-convergence of compositions of stochastic processes.- 3.1 Introductory remarks.- 3.2 Compositions with asymptotically continuous components.- 3.3 Asymptotically continuous external processes.- 3.4 Asymptotically continuous internal stopping processes.- 3.5 Semi-vector compositions of càdlàg functions.- 3.6 Semi-vector compositions of càdlàg processes.- 3.7 Vector compositions of càdlàg functions.- 3.8 Vector compositions of càdlàg processes.- 4 Summary of applications.- 4.1 Introductory remarks.- 4.2 Randomly stopped sum-processes.- 4.3 Generalised exceeding processes.- 4.4 Step generalised exceeding processes.- 4.5 Sum-processes with renewal stopping.- 4.6 Accumulation processes.- 4.7 Extremes with random sample size.- 4.8 Mixed sum-max processes.- 4.9 Max-processes with renewal stopping.- 4.10 Shock processes.- Bibliographical remarks.- References.