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Limit Theorems for ...
Limit Theorems for Randomly Stopped Stochastic Processes
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- Silvestrov, D:S. (författare)
- Mälardalens högskola,Stockholms universitet,Matematiska institutionen,mathematical statistics,Institutionen för matematik och fysik
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(creator_code:org_t)
- ISBN 185233777X
- London : Springer, 2004
- Engelska XIV + 398 s.
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Serie: Probability and its Applications
- Relaterad länk:
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Innehållsförteckning
Abstract
Ämnesord
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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.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
Nyckelord
- Mathematical statistics
- Matematisk statistik
- matematisk statistik
- Mathematical Statistics
- limit theore
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