Asymptotic Behaviour of Linearly Transformed Sums of Random Variables

Inbunden, Engelska, 1997

AvV.V. Buldygin,Serguei Solntsev,V. V. Buldygin

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This text is aimed at experts in probability theory, theory of random processes and mathematcial statistics who are interested in the almost sure asymptotic behaviour in summability schemes, like operator normed sums and weighted sums. Numerous sections should be of use to those who work in Gaussian processes, stochastic recurrence equations, and probability theory in topological vector spaces. It should also be of use in university courses.

Produktinformation

Utgivningsdatum1997-06-30
Mått170 x 244 x 34 mm
Vikt945 g
FormatInbunden
SpråkEngelska
SerieMathematics and Its Applications
Antal sidor504
Upplaga1997
FörlagKluwer Academic Publishers
ISBN9780792346326

Tillhör följande kategorier

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.

'The book contains a rich amount of new material that can be of interest to many researchers. Numerous sections will be of use to researchers who work with Gaussian processes, stochastic recurrence relations, operator normed sums and weighted sums. Many topics appear in this monographic form for the first time. The excellent bibliographic list contains over 200 titles.! I strongly recommend this book to anyone interested in strong limit theorems.' kwantitative methoden, 59 (1998)