Articles liés à Convergence of Stochastic Processes
Synopsis
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.
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Convergence of Stochastic Processes
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Springer New York, 2011
ISBN 10 : 1461297583
ISBN 13 : 9781461297581
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 des. N° de réf. du vendeur 4192246
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Convergence of Stochastic Processes (Springer Series in Statistics)
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Convergence of Stochastic Processes
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Springer New York Okt 2011, 2011
ISBN 10 : 1461297583
ISBN 13 : 9781461297581
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 236 pp. Englisch. N° de réf. du vendeur 9781461297581
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Convergence of Stochastic Processes
Edité par
Springer New York, Springer New York Okt 2011, 2011
ISBN 10 : 1461297583
ISBN 13 : 9781461297581
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 236 pp. Englisch. N° de réf. du vendeur 9781461297581
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Convergence of Stochastic Processes
Edité par
Springer New York, Springer New York, 2011
ISBN 10 : 1461297583
ISBN 13 : 9781461297581
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Taschenbuch. Etat : Neu. 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. N° de réf. du vendeur 9781461297581
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Convergence of Stochastic Processes
Edité par
Springer-Verlag New York Inc., 2011
ISBN 10 : 1461297583
ISBN 13 : 9781461297581
Neuf
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Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 367. N° de réf. du vendeur C9781461297581
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Convergence of Stochastic Processes
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Etat : New. pp. 236. N° de réf. du vendeur 2647982860
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Convergence of Stochastic Processes (Springer Series in Statistics)
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Convergence of Stochastic Processes
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Etat : New. Print on Demand pp. 236 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 44799699
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Convergence of Stochastic Processes
impression à la demandeVendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Etat : New. PRINT ON DEMAND pp. 236. N° de réf. du vendeur 1847982854
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