SwePub
Sök i LIBRIS databas

  Extended search

(db:Swepub) conttype:(scientificother) lar1:(mdh) srt2:(2000-2004) lar1:(su)
 

Search: (db:Swepub) conttype:(scientificother) lar1:(mdh) srt2:(2000-2004) lar1:(su) > (2004) > Limit Theorems for ...

  • Silvestrov, D:S.Mälardalens högskola,Stockholms universitet,Matematiska institutionen,mathematical statistics,Institutionen för matematik och fysik (author)

Limit Theorems for Randomly Stopped Stochastic Processes

  • BookEnglish2004

Publisher, publication year, extent ...

  • London :Springer,2004
  • XIV + 398 s.
  • printrdacarrier

Numbers

  • LIBRIS-ID:oai:DiVA.org:su-45706
  • ISBN:185233777X
  • https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-45706URI
  • https://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-2962URI

Supplementary language notes

  • Language:English
  • Summary in:English

Part of subdatabase

Classification

  • Subject category:vet swepub-contenttype
  • Subject category:bok swepub-publicationtype

Series

  • Probability and its Applications

Notes

  • The book is devoted to studies of weak limit theorems for randomly stopped stochastic processes and functional limit theorems for compositions of stochastic processes. A survey of basic results related to weak convergence of random variables and stochastic processes, including basic facts concerning the convergence of càdlàg processes in topologies  J and U is given. General conditions of weak convergence for randomly stopped stochastic processes and compositions of càdlàg processes are presented. Functional limit theorems about convergence of compositions of càdlàg processes in topologies U and J are given. Applications to random sums, extremes with random sample size, generalised exceeding processes, sum-processes with renewal stopping, accumulation processes, max-processes with renewal stopping, and shock processes are presented. The book also contains an extended bibliography of works in the area.

Subject headings and genre

Added entries (persons, corporate bodies, meetings, titles ...)

  • Stockholms universitetMatematiska institutionen (creator_code:org_t)

Internet link

Find in a library

To the university's database

Find more in SwePub

By the author/editor
Silvestrov, D:S.
About the subject
NATURAL SCIENCES
NATURAL SCIENCES
and Mathematics
and Probability Theo ...
NATURAL SCIENCES
NATURAL SCIENCES
and Mathematics
Parts in the series
By the university
Stockholm University
Mälardalen University

Search outside SwePub

Kungliga biblioteket hanterar dina personuppgifter i enlighet med EU:s dataskyddsförordning (2018), GDPR. Läs mer om hur det funkar här.
Så här hanterar KB dina uppgifter vid användning av denna tjänst.

 
pil uppåt Close

Copy and save the link in order to return to this view