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Limit Theorems for ...
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Silvestrov, D:S.Mälardalens högskola,Stockholms universitet,Matematiska institutionen,mathematical statistics,Institutionen för matematik och fysik
(author)
Limit Theorems for Randomly Stopped Stochastic Processes
Publisher, publication year, extent ...
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London :Springer,2004
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XIV + 398 s.
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printrdacarrier
Numbers
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LIBRIS-ID:oai:DiVA.org:su-45706
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ISBN:185233777X
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https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-45706URI
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https://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-2962URI
Supplementary language notes
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Language:English
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Summary in:English
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Classification
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Subject category:vet swepub-contenttype
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Subject category:bok swepub-publicationtype
Series
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Probability and its Applications
Notes
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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.
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Stockholms universitetMatematiska institutionen
(creator_code:org_t)
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