Probability in Banach Spaces V

Proceedings of the International Conference held in Medford, USA, July 16-27, 1984
Herausgegeben:Beck, Anatole; Dudley, Richard M.; Marcus, Michael; Marcus, Michael

• Broschiertes Buch

Produktbeschreibung

On large deviations of sums of independent random vectors.- The non-existence of a Universal multiplier moment for the central limit theorem.- The Fatou inequality revisited. ¿ Variations on a theme by A. Dvoretzky.- Limit theorems for sojourns of stochastic processes.- Intrinsic bounds on some real-valued stationary random functions.- Subspaces of L N ? , arithmetical diameter and sidon sets.- Reproducing kernel Hilbert space for some non-Gaussian processes.- An extended Wichura theorem, definitions of Donsker class, and weighted empirical distributions.- Comparaison de mesures gaussiennes et de mesures produit dans les espaces de Frechet separables.- On convergence and demiconvergence of block martingales and submartingales.- M-infinitely divisible random compact convex sets.- On Brunk¿s law of large numbers in some type 2 spaces.- Necessary and sufficient condition for the uniform law of large numbers.- An introduction to large deviations.- Random integral representation for another class of limit laws.- The law of the iterated logarithm in the ?p spaces.- A square root law for diffusing particles.- Stochastic processes with sample paths in exponential Orlicz spaces.- A Skorohod - like representation in infinite dimensions.- Moment inequalities for real and vector p-stable stochastic integrals.- A note on the convergence to Gaussian laws of sums of stationary ?-mixing triangular arrays.- Max-infinite divisibility and max-stability in infinite dimensions.- A maximal law of the iterated logarithm for operator-normalized stochastically compact partial sums of i.i.d. random vectors.- Stable measures and processes in statistical physics.- Comparison of martingale difference sequences.

Produktdetails

• Lecture Notes in Mathematics 1153
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-15704-5
• 1985.
• Seitenzahl: 464
• Erscheinungstermin: 1. Oktober 1985
• Englisch
• Abmessung: 235mm x 155mm x 25mm
• Gewicht: 724g
• ISBN-13: 9783540157045
• ISBN-10: 3540157042
• Artikelnr.: 23591957

Autorenporträt

Richard M. Dudley is a professor of mathematics at MIT. He has published over a hundred papers in peer-reviewed journals.

Inhaltsangabe

On large deviations of sums of independent random vectors.- The non-existence of a Universal multiplier moment for the central limit theorem.- The Fatou inequality revisited. - Variations on a theme by A. Dvoretzky.- Limit theorems for sojourns of stochastic processes.- Intrinsic bounds on some real-valued stationary random functions.- Subspaces of L N ? , arithmetical diameter and sidon sets.- Reproducing kernel Hilbert space for some non-Gaussian processes.- An extended Wichura theorem, definitions of Donsker class, and weighted empirical distributions.- Comparaison de mesures gaussiennes et de mesures produit dans les espaces de Frechet separables.- On convergence and demiconvergence of block martingales and submartingales.- M-infinitely divisible random compact convex sets.- On Brunk's law of large numbers in some type 2 spaces.- Necessary and sufficient condition for the uniform law of large numbers.- An introduction to large deviations.- Random integral representation for another class of limit laws.- The law of the iterated logarithm in the ?p spaces.- A square root law for diffusing particles.- Stochastic processes with sample paths in exponential Orlicz spaces.- A Skorohod - like representation in infinite dimensions.- Moment inequalities for real and vector p-stable stochastic integrals.- A note on the convergence to Gaussian laws of sums of stationary ?-mixing triangular arrays.- Max-infinite divisibility and max-stability in infinite dimensions.- A maximal law of the iterated logarithm for operator-normalized stochastically compact partial sums of i.i.d. random vectors.- Stable measures and processes in statistical physics.- Comparison of martingale difference sequences.