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

Asymptotic Behaviour of Linearly Transformed Sums of Random Varia - edition reliée, livre de poche

ISBN: 9780792346326

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Solntsev, Serguei; Buldygin, V. V.:

Asymptotic Behaviour of Linearly Transformed Sums of Random Variables - edition reliée, livre de poche

1997, ISBN: 0792346327

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

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Asymptotic Behaviour of Linearly Transformed Sums of Random Variables 1997 - Buldygin, V.V. und Serguei Solntsev
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1997

ISBN: 9780792346326

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V.V. Buldygin:
Asymptotic Behaviour of Linearly Transformed Sums of Random Variables - edition reliée, livre de poche

1997, ISBN: 0792346327

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V.V. Buldygin:
Asymptotic Behaviour of Linearly Transformed Sums of Random Variables - edition reliée, livre de poche

1997, ISBN: 0792346327

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Asymptotic Behaviour of Linearly Transformed Sums of Random Variables
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ISBN:

9780792346326


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.

Informations détaillées sur le livre - Asymptotic Behaviour of Linearly Transformed Sums of Random Variables


EAN (ISBN-13): 9780792346326
ISBN (ISBN-10): 0792346327
Version reliée
Livre de poche
Date de parution: 1997
Editeur: Springer Netherlands
524 Pages
Poids: 0,941 kg
Langue: eng/Englisch

Livre dans la base de données depuis 2008-03-02T07:07:22+01:00 (Paris)
Page de détail modifiée en dernier sur 2023-07-25T02:59:33+02:00 (Paris)
ISBN/EAN: 9780792346326

ISBN - Autres types d'écriture:
0-7923-4632-7, 978-0-7923-4632-6
Autres types d'écriture et termes associés:
Auteur du livre: solntsev, valery, feller, khintchine, kolmogorov
Titre du livre: asymptotic behaviour linearly transformed sums random variables

Données de l'éditeur

Auteur: V.V. Buldygin; Serguei Solntsev
Titre: Mathematics and Its Applications; Asymptotic Behaviour of Linearly Transformed Sums of Random Variables
Editeur: Springer; Springer Netherland
504 Pages
Date de parution: 1997-06-30
Dordrecht; NL
Langue: Anglais
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
Available
XV, 504 p.

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

I Random series and linear transformations of sequences of independent random elements.- 0 Random elements and their convergence (preliminary notions).- 1 Series of independent random elements.- 2 Linear transformations of independent random elements and series in sequence spaces.- II Limit theorems for operator-normed sums of independent random vectors and their applications.- 3 Operator-normed sums of independent random vectors.- 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.- Subject indcx.- List of Notations.

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