Convergence of Stochastic Processes

Language: English

Published by Springer, 2011

1461297583 / 9781461297581

Series: Book 1 of 160 - Springer Series in Statistics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - A more accurate title for this book might be: An Exposition of Selected Parts of Empirical Process Theory, With Related Interesting Facts About Weak Convergence, and Applications to Mathematical Statistics. The high points are Chapters II and VII, which describe some of the developments inspired by Richard Dudley's 1978 paper. There I explain the combinatorial ideas and approximation methods that are needed to prove maximal inequalities for empirical processes indexed by classes of sets or classes of functions. The material is somewhat arbitrarily divided into results used to prove consistency theorems and results used to prove central limit theorems. This has allowed me to put the easier material in Chapter II, with the hope of enticing the casual reader to delve deeper. Chapters III through VI deal with more classical material, as seen from a different perspective. The novelties are: convergence for measures that don't live on borel a-fields; the joys of working with the uniform metric on D[O, IJ; and finite-dimensional approximation as the unifying idea behind weak convergence. Uniform tightness reappears in disguise as a condition that justifies the finite-dimensional approximation. Only later is it exploited as a method for proving the existence of limit distributions. The last chapter has a heuristic flavor. I didn't want to confuse the martingale issues with the martingale facts.…

Seller Inventory # 9781461297581

Title
Convergence of Stochastic Processes
Author
D. Pollard
Publisher
Springer
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1461297583
ISBN 13
9781461297581
Item weight
365 grams
Dimensions
235x155x13 mm
Series
Book 1 of 160: Springer Series in Statistics

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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