Asymptotic Stochastics: An Introduction with a View towards Statistics - Couverture souple

Henze, Norbert

Couverture souple

ISBN 10 : 3662689227 ISBN 13 : 9783662689226

Editeur : Springer, 2024

Synopsis

This textbook, which is based on the second edition of a book that has been previously published in German language, provides a comprehension-oriented introduction to asymptotic stochastics. It is aimed at the beginning of a master's degree course in mathematics and covers the material that can be taught in a four-hour lecture with two-hour exercises. Individual chapters are also suitable for seminars at the end of a bachelor's degree course.

In addition to more basic topics such as the method of moments in connection with the convergence in distribution or the multivariate central limit theorem and the delta method, the book covers limit theorems for U-statistics, the Wiener process and Donsker's theorem, as well as the Brownian bridge, with applications to statistics. It concludes with a central limit theorem for triangular arrays of Hilbert space-valued random elements with applications to weighted L² statistics.

The book is deliberately designed forself-study. It contains 138 self-questions, which are answered at the end of each chapter, as well as 194 exercises with solutions.

This book is a translation of an original German edition. The translation was done with the help of artificial intelligence (machine translation by the service DeepL.com). A subsequent human revision was done primarily in terms of content, so that the book will read stylistically differently from a conventional translation.

A propos du livre

À propos de l?auteur

Norbert Henze is a retired professor of stochastics at the Karlsruhe Institute of Technology (KIT). He was awarded the Ars legendi Faculty Prize 2014 for excellent university teaching in mathematics.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2024
• Langue: anglais
• ISBN 10: 3662689227
• ISBN 13: 9783662689226
• Reliure: Broché
• Nombre de pages: 488
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne