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Asymptotic Behaviour of Linearly Transformed Sums of Random Varia - Valery Buldygin, Serguei Solntsev
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Solntsev, Serguei; Buldygin, V. V.:

Asymptotic Behaviour of Linearly Transformed Sums of Random Variables - gebunden oder broschiert

1997, ISBN: 0792346327

1997 Gebundene Ausgabe Mathematische Analysis, allgemein, Integralrechnung und -gleichungen, Wahrscheinlichkeitsrechnung und Statistik, Stochastik, Gaussianprocess; Markovprocess; Proba… Mehr…

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Asymptotic Behaviour of Linearly Transformed Sums of Random Variables 1997 - gebrauchtes Buch

1997

ISBN: 9780792346326

1997 Gepflegter, sauberer Zustand. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. 3014368/202 Versandkostenfreie Lieferung Probability theory,mathematical stati… Mehr…

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Asymptotic Behaviour of Linearly Transformed Sums of Random Variables - gebunden oder broschiert

1997, ISBN: 0792346327

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Asymptotic Behaviour of Linearly Transformed Sums of Random Variables - V.V. Buldygin
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Asymptotic Behaviour of Linearly Transformed Sums of Random Variables - gebunden oder broschiert

1997, ISBN: 0792346327

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Details zum Buch
Asymptotic Behaviour of Linearly Transformed Sums of Random Variables

This book deals with the almost sure asymptotic behaviour of linearly transformed sequences of independent random variables, vectors and elements of topological vector spaces. The main subjects dealing with series of independent random elements on topological vector spaces, and in particular, in sequence spaces, as well as with generalized summability methods which are treated here are strong limit theorems for operator-normed (matrix normed) sums of independent finite-dimensional random vectors and their applications; almost sure asymptotic behaviour of realizations of one-dimensional and multi-dimensional Gaussian Markov sequences; various conditions providing almost sure continuity of sample paths of Gaussian Markov processes; and almost sure asymptotic behaviour of solutions of one-dimensional and multi-dimensional stochastic recurrence equations of special interest. Many topics, especially those related to strong limit theorems for operator-normed sums of independent random vectors, appear in monographic literature for the first time. Audience: The book is aimed at experts in probability theory, theory of random processes and mathematical statistics who are interested in the almost sure asymptotic behaviour in summability schemes, like operator normed sums and weighted sums, etc. Numerous sections will be of use to those who work in Gaussian processes, stochastic recurrence equations, and probability theory in topological vector spaces. As the exposition of the material is consistent and self-contained it can also be recommended as a textbook for university courses.

Detailangaben zum Buch - Asymptotic Behaviour of Linearly Transformed Sums of Random Variables


EAN (ISBN-13): 9780792346326
ISBN (ISBN-10): 0792346327
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 1997
Herausgeber: Springer Netherlands
524 Seiten
Gewicht: 0,941 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 2008-03-02T07:07:22+01:00 (Berlin)
Detailseite zuletzt geändert am 2023-07-25T02:59:33+02:00 (Berlin)
ISBN/EAN: 0792346327

ISBN - alternative Schreibweisen:
0-7923-4632-7, 978-0-7923-4632-6
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: solntsev, valery, feller, khintchine, kolmogorov
Titel des Buches: asymptotic behaviour linearly transformed sums random variables


Daten vom Verlag:

Autor/in: V.V. Buldygin; Serguei Solntsev
Titel: Mathematics and Its Applications; Asymptotic Behaviour of Linearly Transformed Sums of Random Variables
Verlag: Springer; Springer Netherland
504 Seiten
Erscheinungsjahr: 1997-06-30
Dordrecht; NL
Gewicht: 2,000 kg
Sprache: Englisch
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
POD
XV, 504 p.

BB; Probability Theory and Stochastic Processes; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Gaussian process; Markov process; Probability theory; Random variable; mathematical statistics; statistics; Statistics, general; Sequences, Series, Summability; Measure and Integration; Systems Theory, Control; Probability Theory; Statistics; Sequences, Series, Summability; Measure and Integration; Systems Theory, Control; Stochastik; Mathematische Analysis, allgemein; Integralrechnung und -gleichungen; Kybernetik und Systemtheorie; BC; EA

Preface. Part I: Random Series and Linear Transformations of Sequences of Independent Random Elements. 1. Series of Independent Random Elements. 2. Linear Transformations of Independent Random Elements and Series in Sequence Spaces. Part II: Limit Theorems for Operator-Normed Sums of Independent Random Vectors and Their Applications. 3. Operator-Normed Sums of Independent Random Vectors and Their Applications. 4. Operator-Normed Sums of Independent Identically Distributed Random Vectors. 5. Asymptotic Properties of Gaussian Markov Sequences. 6. Continuity of Sample Paths of Gaussian Markov Processes. 7. Asymptotic Properties of Recurrent Random Sequences. 8. The Interplay Between Strong and Weak Limit Theorems for Sums of Independent Random Variables. Comments. Bibliography. Subject Index. List of Notations.

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