More Books:

Limit Theorems for Stochastic Processes
Language: en
Pages: 604
Authors: Jean Jacod
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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: 398
Authors: Dimitri Silvestrov
Categories: Mathematics
Type: BOOK - Published: 2012-10-23 - Publisher: Springer

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
Limit Theorems on Large Deviations for Markov Stochastic Processes
Language: en
Pages: 176
Authors: A.D. Wentzell
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

In recent decades a new branch of probability theory has been developing intensively, namely, limit theorems for stochastic processes. As compared to classical
Limit Theorems for Randomly Stopped Stochastic Processes
Language: en
Pages: 398
Authors: Dmitriĭ Sergeevich Silʹvestrov
Categories: Mathematics
Type: BOOK - Published: 2004 - Publisher: Springer Science & Business Media

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
The Theory of Stochastic Processes I
Language: en
Pages: 574
Authors: Iosif I. Gikhman
Categories: Mathematics
Type: BOOK - Published: 2015-03-30 - Publisher: Springer

From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." --D.W. Stroock, Bulletin
Limit Theorems for Stochastic Processes
Language: en
Pages: 154
Authors: J. Sethuraman
Categories: Limit theorems (Probability theory)
Type: BOOK - Published: 1965 - Publisher:

Weak Convergence of Stochastic Processes
Language: en
Pages: 148
Authors: Vidyadhar S. Mandrekar
Categories: Mathematics
Type: BOOK - Published: 2016-09-26 - Publisher: Walter de Gruyter GmbH & Co KG

The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications
Limit Theorems for Randomly Stopped Stochastic Processes
Language: en
Pages: 416
Authors: Dimitri Silvestrov
Categories:
Type: BOOK - Published: 2014-01-15 - Publisher:

Random Sums and Branching Stochastic Processes
Language: en
Pages: 195
Authors: Ibrahim Rahimov
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

The aim of this monograph is to show how random sums (that is, the summation of a random number of dependent random variables) may be used to analyse the behavi
Stochastic Processes and Applications
Language: en
Pages: 475
Authors: Sergei Silvestrov
Categories: Mathematics
Type: BOOK - Published: 2018-12-05 - Publisher: Springer

This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures,