Convergence of Stochastic Processes

Convergence of Stochastic Processes
Author :
Publisher : David Pollard
Total Pages : 223
Release :
ISBN-10 : 9780387909905
ISBN-13 : 0387909907
Rating : 4/5 (05 Downloads)

Book Synopsis Convergence of Stochastic Processes by : D. Pollard

Download or read book Convergence of Stochastic Processes written by D. Pollard and published by David Pollard. This book was released on 1984-10-08 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in metric spaces; The uniform metric on space of cadlag functions; The skorohod metric on D [0, oo); Central limit teorems; Martingales.


Convergence of Stochastic Processes Related Books

Convergence of Stochastic Processes
Language: en
Pages: 223
Authors: D. Pollard
Categories: Mathematics
Type: BOOK - Published: 1984-10-08 - Publisher: David Pollard

DOWNLOAD EBOOK

Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in
Weak Convergence of Stochastic Processes
Language: en
Pages: 0
Authors: Vidyadhar Mandrekar
Categories: Mathematics
Type: BOOK - Published: 2016 - Publisher: de Gruyter

DOWNLOAD EBOOK

The purpose of this book is to present results on the subject of weak convergence to study invariance principles in statistical applications. Different techniqu
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Language: en
Pages: 245
Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and
Stochastic Convergence
Language: en
Pages: 215
Authors: Eugene Lukacs
Categories: Mathematics
Type: BOOK - Published: 2014-07-03 - Publisher: Academic Press

DOWNLOAD EBOOK

Stochastic Convergence, Second Edition covers the theoretical aspects of random power series dealing with convergence problems. This edition contains eight chap
Stochastic-Process Limits
Language: en
Pages: 616
Authors: Ward Whitt
Categories: Mathematics
Type: BOOK - Published: 2006-04-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective rea