Download or read book Invariance Principles for Random Processes Generated by Extrema and Partial Sums of Random Variables written by Andre Robert Dabrowski and published by . This book was released on 1982 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables written by Walter Philipp and published by . This book was released on 1975 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Almost Sure Invariance Principles for Partial Sums of Weekly Dependent Random Variables written by American Mathematical Society and published by . This book was released on 1975 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Maximum of Partial Sums and an Invariance Principle for a Class of Weakly Dependent Random Variables written by Magda Peligrad and published by . This book was released on 1995 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dependence in Probability and Statistics written by Eberlein and published by Birkhäuser. This book was released on 1986 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables written by Leslie Cohn and published by . This book was released on 1975 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Invariance Principles for Extremal Processes Generated by Independent Random Variables written by A. R. Dabrowski and published by . This book was released on 1983 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Processes and Long Range Dependence written by Gennady Samorodnitsky and published by Springer. This book was released on 2016-11-09 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results. Most of the material in the book has not previously been published in a single self-contained volume, and can be used for a one- or two-semester graduate topics course. It is complete with helpful exercises and an appendix which describes a number of notions and results belonging to the topics used frequently throughout the book, such as topological groups and an overview of the Karamata theorems on regularly varying functions.

Download or read book Stability Results and Strong Invariance Principles for Partial Sums of Banach Space Valued Random Variables written by Uwe Einmahl and published by . This book was released on 1987 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bulletin Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1984 with total page 904 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Long Memory Processes written by Jan Beran and published by Springer Science & Business Media. This book was released on 2013-05-14 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.

Download or read book Sums of Independent Random Variables written by V.V. Petrov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari ables" by B.V. Gnedenko and A.N. Kolmogorov was published in 1949. Since then the theory of summation of independent variables has devel oped rapidly. Today a summing-up of the studies in this area, and their results, would require many volumes. The monograph by I.A. Ibragi mov and Yu. V. I~innik, "Independent and Stationarily Connected VaTiables", which appeared in 1965, contains an exposition of the contem porary state of the theory of the summation of independent identically distributed random variables. The present book borders on that of Ibragimov and Linnik, sharing only a few common areas. Its main focus is on sums of independent but not necessarily identically distri buted random variables. It nevertheless includes a number of the most recent results relating to sums of independent and identically distributed variables. Together with limit theorems, it presents many probahilistic inequalities for sums of an arbitrary number of independent variables. The last two chapters deal with the laws of large numbers and the law of the iterated logarithm. These questions were not treated in Ibragimov and Linnik; Gnedenko and KolmogoTOv deals only with theorems on the weak law of large numbers. Thus this book may be taken as complementary to the book by Ibragimov and Linnik. I do not, however, assume that the reader is familiar with the latter, nor with the monograph by Gnedenko and Kolmogorov, which has long since become a bibliographical rarity

Download or read book Limit Theory for Mixing Dependent Random Variables written by Lin Zhengyan and published by Springer Science & Business Media. This book was released on 1997-07-31 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence (approximation), limit behaviour of some statistics with a mixing sample, and many useful tools are provided. Audience: This volume will be of interest to researchers and graduate students in the field of probability and statistics, whose work involves dependent data (variables).

Download or read book An Invariance Principle for Lattices of Dependent Random Variables and Certain Rates of Convergence written by Joel Zinn and published by . This book was released on 1972 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Almost Sure Invariance Principales for Partial Sums of Weakly Dependent Random Variables written by Walter Philipp and published by . This book was released on 1975 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Strong Invariance Principles for Partial Sums of Independent Random Vectors written by U. Einmahl and published by . This book was released on 1985 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1983 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: