Convergence of Stochastic Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Convergence of Stochastic Processes write by D. Pollard. This book was released on 1984-10-08. Convergence of Stochastic Processes available in PDF, EPUB and Kindle. Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in metric spaces; The uniform metric on space of cadlag functions; The skorohod metric on D [0, oo); Central limit teorems; Martingales.
Weak Convergence of Stochastic Processes
Weak Convergence of Stochastic Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Weak Convergence of Stochastic Processes write by Vidyadhar S. Mandrekar. This book was released on 2016-09-26. Weak Convergence of Stochastic Processes available in PDF, EPUB and Kindle. 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 to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion. Contents: Weak convergence of stochastic processes Weak convergence in metric spaces Weak convergence on C[0, 1] and D[0,∞) Central limit theorem for semi-martingales and applications Central limit theorems for dependent random variables Empirical process Bibliography
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems write by Harold Kushner. This book was released on 2012-12-06. Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems available in PDF, EPUB and Kindle. The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem).
Stochastic-Process Limits
Stochastic-Process Limits - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic-Process Limits write by Ward Whitt. This book was released on 2006-04-11. Stochastic-Process Limits available in PDF, EPUB and Kindle. From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews
Stochastic Convergence
Stochastic Convergence - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Convergence write by Eugene Lukacs. This book was released on 2014-07-03. Stochastic Convergence available in PDF, EPUB and Kindle. Stochastic Convergence, Second Edition covers the theoretical aspects of random power series dealing with convergence problems. This edition contains eight chapters and starts with an introduction to the basic concepts of stochastic convergence. The succeeding chapters deal with infinite sequences of random variables and their convergences, as well as the consideration of certain sets of random variables as a space. These topics are followed by discussions of the infinite series of random variables, specifically the lemmas of Borel-Cantelli and the zero-one laws. Other chapters evaluate the power series whose coefficients are random variables, the stochastic integrals and derivatives, and the characteristics of the normal distribution of infinite sums of random variables. The last chapter discusses the characterization of the Wiener process and of stable processes. This book will prove useful to mathematicians and advance mathematics students.
