Limit Theorems for 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 Limit Theorems for Stochastic Processes write by Jean Jacod. This book was released on 2013-03-09. Limit Theorems for Stochastic Processes available in PDF, EPUB and Kindle. Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an elementary introduction to the main topics: theory of martingales and stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. It should be useful to the professional probabilist or mathematical statistician, and of interest also to graduate students.
Limit Theorems for Randomly Stopped Stochastic Processes
Limit Theorems for Randomly Stopped 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 Limit Theorems for Randomly Stopped Stochastic Processes write by Dmitrii S. Silvestrov. This book was released on 2012-12-06. Limit Theorems for Randomly Stopped Stochastic Processes available in PDF, EPUB and Kindle. This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.
Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness - 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 Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness write by Hubert Hennion. This book was released on 2001-08. Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness available in PDF, EPUB and Kindle. This book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for Markov chains or to describe stochastic properties of dynamical systems. A general framework for this method is given and then applied to treat several specific cases. An essential element of this work is the description of the peripheral spectra of a quasi-compact Markov kernel and of its Fourier-Laplace perturbations. This is first done in the ergodic but non-mixing case. This work is extended by the second author to the non-ergodic case. The only prerequisites for this book are a knowledge of the basic techniques of probability theory and of notions of elementary functional analysis.
Convergence of Stochastic Processes
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.
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
