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Convergence of Stochastic Processes
Language: en
Pages: 223
Authors: D. Pollard
Categories: Mathematics
Type: BOOK - Published: 1984-10-08 - Publisher: David Pollard

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Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in
Weak Convergence of Stochastic Processes
Language: en
Pages: 0
Authors: Vidyadhar Mandrekar
Categories: Mathematics
Type: BOOK - Published: 2016 - Publisher: de Gruyter

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The purpose of this book is to present results on the subject of weak convergence to study invariance principles in statistical applications. Different techniqu
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Language: en
Pages: 245
Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and
Empirical Processes with Applications to Statistics
Language: en
Pages: 992
Authors: Galen R. Shorack
Categories: Mathematics
Type: BOOK - Published: 2009-01-01 - Publisher: SIAM

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Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued ra
Weak Convergence of Financial Markets
Language: en
Pages: 432
Authors: Jean-Luc Prigent
Categories: Business & Economics
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

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A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first re