Limit Theorems for Randomly Stopped Stochastic Processes

Limit Theorems for Randomly Stopped Stochastic Processes
Author :
Publisher : Springer Science & Business Media
Total Pages : 426
Release :
ISBN-10 : 185233777X
ISBN-13 : 9781852337773
Rating : 4/5 (7X Downloads)

Book Synopsis Limit Theorems for Randomly Stopped Stochastic Processes by : Dmitriĭ Sergeevich Silʹvestrov

Download or read book Limit Theorems for Randomly Stopped Stochastic Processes written by Dmitriĭ Sergeevich Silʹvestrov and published by Springer Science & Business Media. This book was released on 2004 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.


Limit Theorems for Randomly Stopped Stochastic Processes Related Books

Limit Theorems for Randomly Stopped Stochastic Processes
Language: en
Pages: 426
Authors: Dmitriĭ Sergeevich Silʹvestrov
Categories: Mathematics
Type: BOOK - Published: 2004 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention o
Limit Theorems for Randomly Stopped Stochastic Processes
Language: en
Pages: 408
Authors: Dmitrii S. Silvestrov
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions
Stopped Random Walks
Language: en
Pages: 208
Authors: Allan Gut
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then rec
Limit Theorems for Stochastic Processes
Language: en
Pages: 620
Authors: Jean Jacod
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochas
Limit Theorems for Randomly Stopped Stochastic Processes
Language: en
Pages: 416
Authors: Dimitri Silvestrov
Categories:
Type: BOOK - Published: 2014-01-15 - Publisher:

DOWNLOAD EBOOK