The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept.
The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different area...
Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in the field. Several new results are introduced, even in the classical setting, as well as some new approaches that are simpler than those already established in the literature. In particular, new proofs of the strong law of large numbers and the Hajek-Renyi inequality are detailed. Applications of the described theory include Gibbs fields, spin glasses, polymer models, image analysis and random shapes.
Limit theorems form the backbone of...
Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in t...
Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in the field. Several new results are introduced, even in the classical setting, as well as some new approaches that are simpler than those already established in the literature. In particular, new proofs of the strong law of large numbers and the Hajek-Renyi inequality are detailed. Applications of the described theory include Gibbs fields, spin glasses, polymer models, image analysis and random shapes.
Limit theorems form the backbone of...
Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in t...
This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes arise in numerous applications and are of interest in several areas of mathematical research, such as Stochastic Networks, Analytic Combinatorics, and Quantum Physics. This second edition consists of two parts.
Part I is a revised upgrade of the first edition (1999), with additional recent results on the group of a random walk. The theoretical approach given therein has been developed by the...
This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with bou...