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Sums whose terms are elements of linear random regression sequences: asymptotic properties - Couverture souple

Buldygin, Valerii; Runovska, Maryna

 
9783659536588: Sums whose terms are elements of linear random regression sequences: asymptotic properties
Couverture souple
ISBN 10 : 365953658X ISBN 13 : 9783659536588
Editeur : LAP LAMBERT Academic Publishing, 2014

Synopsis

One-dimensional and multi-dimensional linear regression sequences, sequences of partial sums, and series whose terms are elements of regression sequences appear as mathematical models in different fields of modern science. Their various applications in physics, economics, biology, cybernetics, actuary and financial mathematics motivate further study of the topic. In this book, we study the asymptotic behaviour of sequences of sums whose terms are elements of one-dimensional and multi-dimensional linear regressions with independent and symmetric noise. In particular, a great attention is paid to conditions which provide the almost sure convergence of series with regression terms. These problems are considered in both finite-dimensional and separable Banach spaces. This book is a result of joint successful work by Dr. Prof. V. Buldygin and Dr. M. Runovska.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2014
Langue
anglais
ISBN 10 
365953658X
ISBN 13 
9783659536588
Reliure
Broché
Nombre de pages
168
Coordonnées du fabricant
non disponible
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