Logo

Convergence of Stochastic Processes

Large book cover: Convergence of Stochastic Processes

Convergence of Stochastic Processes
by

Publisher: Springer
ISBN/ASIN: 1461297583
ISBN-13: 9781461297581
Number of pages: 223

Description:
An exposition od selected parts of empirical process theory, with related interesting facts about weak convergence, and applications to mathematical statistics. The high points of the book describe the combinatorial ideas needed to prove maximal inequalities for empirical processes indexed by classes of sets or classes of functions.

Home page url

Download or read it online for free here:
Download link
(8.6MB, PDF)

Similar books

Book cover: Design of Comparative ExperimentsDesign of Comparative Experiments
by - Cambridge University Press
This book develops a coherent framework for thinking about factors that affect experiments and their relationships, including the use of Hasse diagrams. The book is ideal for advanced undergraduate and beginning graduate courses.
(16395 views)
Book cover: Bayesian Spectrum Analysis and Parameter EstimationBayesian Spectrum Analysis and Parameter Estimation
by - Springer
This work is a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis.
(11897 views)
Book cover: Lectures on Stochastic AnalysisLectures on Stochastic Analysis
by - University of Wisconsin
Covered topics: stochastic integrals with respect to general semimartingales, stochastic differential equations based on these integrals, integration with respect to Poisson measures, stochastic differential equations for general Markov processes.
(9405 views)
Book cover: Probability and Statistics CookbookProbability and Statistics Cookbook
by
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
(13420 views)