Téléchargez le livre : Stable Convergence and Stable Limit Theorems

Stable Convergence and Stable Limit Theorems

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Éditeur :

Springer


Collection :

Probability Theory and Stochastic Modelling

Paru le : 2015-06-09

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Description
The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept. Stable convergence holds in many limit theorems of probability theory and statistics – such as the classical central limit theorem – which are usually formulated in terms of convergence in distribution. Originated by Alfred Rényi, the notion of stable convergence is stronger than the classical weak convergence of probability measures. A variety of methods is described which can be used to establish this stronger stable convergence in many limit theorems which were originally formulated only in terms of weak convergence. Naturally, these stronger limit theorems have new and stronger consequences which should not be missed by neglecting the notion of stable convergence. The presentation will be accessible to researchers and advanced students at the master's level with a solid knowledge of measure theoretic probability.
Pages
228 pages
Collection
Probability Theory and Stochastic Modelling
Parution
2015-06-09
Marque
Springer
EAN papier
9783319183282
EAN PDF
9783319183299
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
22
Taille du fichier
2386 Ko
Prix
94,94 €
EAN EPUB
9783319183299
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
22
Taille du fichier
6144 Ko
Prix
94,94 €

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