Sums whose terms are elements of linear random regression sequences - Buldygin, Valerii;Runovska, Maryna
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One-dimensional and multi-dimensional linear regression sequences, sequences of partial sums, and series whose terms are elements of regression sequences appear as mathematical models in different fields of modern science. Their various applications in physics, economics, biology, cybernetics, actuary and financial mathematics motivate further study of the topic. In this book, we study the asymptotic behaviour of sequences of sums whose terms are elements of one-dimensional and multi-dimensional linear regressions with independent and symmetric noise. In particular, a great attention is paid…mehr

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Produktbeschreibung
One-dimensional and multi-dimensional linear regression sequences, sequences of partial sums, and series whose terms are elements of regression sequences appear as mathematical models in different fields of modern science. Their various applications in physics, economics, biology, cybernetics, actuary and financial mathematics motivate further study of the topic. In this book, we study the asymptotic behaviour of sequences of sums whose terms are elements of one-dimensional and multi-dimensional linear regressions with independent and symmetric noise. In particular, a great attention is paid to conditions which provide the almost sure convergence of series with regression terms. These problems are considered in both finite-dimensional and separable Banach spaces. This book is a result of joint successful work by Dr. Prof. V. Buldygin and Dr. M. Runovska.
Autorenporträt
Dr. Prof. V. Buldygin (1946-2012), an outstanding Ukrainian mathematician, author of about 300 works, since 1986 was a head of Department of Mathematical Analysis and Probability Theory at National Technical University of Ukraine ¿KPI¿. Dr. M. Runovska (born 1983), is a lecturer at NTUU ¿KPI¿, Ph.D. student of Prof. V. Buldygin.