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 : 77,77 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.

Modern Probability Theory

Modern Probability Theory

File Size : 53,53 MB
Total View : 2204 Views
DOWNLOAD

The Book Continues To Cover The Syllabus Of A One-Year Course On Probability Theory. The Rigorous Axiomatic Approach Continues To Be Followed. For Those Who Pla

Stochastic Limit Theory

Stochastic Limit Theory

File Size : 57,57 MB
Total View : 1948 Views
DOWNLOAD

Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results a

Weak Convergence and Its Applications

Weak Convergence and Its Applications

File Size : 83,83 MB
Total View : 5579 Views
DOWNLOAD

Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statistici