Martingale Limit Theory and Its Application

Released on by P. Hall
preview-18

  • Martingale Limit Theory and Its Application Book Detail

  • Author : P. Hall
  • Release Date : 2014-07-10
  • Publisher : Academic Press
  • Genre : Mathematics
  • Pages : 321
  • ISBN 13 : 1483263223
  • File Size : 3,3 MB
DOWNLOAD BOOK

Martingale Limit Theory and Its Application by P. Hall PDF Summary

Book Description: Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.

Disclaimer: www.yourbookbest.com does not own Martingale Limit Theory and Its Application books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Limit Theorems for Stochastic Processes

Limit Theorems for Stochastic Processes

File Size : 18,18 MB
Total View : 7057 Views
DOWNLOAD

Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochas

Probability with Martingales

Probability with Martingales

File Size : 85,85 MB
Total View : 9002 Views
DOWNLOAD

This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure the

Probability Theory

Probability Theory

File Size : 40,40 MB
Total View : 5299 Views
DOWNLOAD

Apart from new examples and exercises, some simplifications of proofs, minor improvements, and correction of typographical errors, the principal change from the