Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems

ISBN-13: 9783110475425 / Angielski / Miękka / 2016 / 148 str.

Vidyadhar S. Mandrekar

Opis

The purpose of this book is to present results on the subject of weak convergence to study invariance principles in statistical applications. Different techniques, formerly only available in a broad range of literature, are for the first time presented in a self-contained fashion.

Recenzje

"Written by an expert in probability theory and stochastic processes, the book succeeds to present, in a relatively small number of pages, some fundamental results on weak convergence in probability theory and stochastic process and applications."
Hannelore Lisei in: Stud. Univ. Babes-Bolyai Math. 62(2017), No. 1, 137-138

O autorze

Vidyadhar Mandrekar, Michigan State University, USA.