Limit Theorems for Randomly Stopped Stochastic Processes

Silvestrov, Dmitrii S.

ISBN 10: 185233777X / ISBN 13: 9781852337773

Edité par Springer, 2004

couverture cartonnée, moyen format , très bon état. Coins légèrement frottés Coins légèrement enfoncés. 4117384 - Limit Theorems for Randomly Stopped Stochastic Processes, Silvestrov, Dmitrii S., Springer London Ltd, 2003. N° de réf. du vendeur 4117384

Synopsis :

1 Weak convergence of stochastic processes.- 1.1 Introductory remarks.- 1.2 Weak convergence in Rm.- 1.3 Weak convergence in metric spaces.- 1.4 The space D of càdlàg functions.- 1.5 J-continuous functionals.- 1.6 J-convergence of càdlàg processes.- 2 Weak convergence of randomly stopped stochastic processes.- 2.1 Introductory remarks.- 2.2 Randomly stopped scalar càdlàg processes.- 2.3 Randomly stopped vector càdlàg processes.- 2.4 Weakened continuity conditions.- 2.5 Iterated weak limits.- 2.6 Scalar compositions of càdlàg processes.- 2.7 Vector compositions of càdlàg processes.- 2.8 Translation theorems.- 2.9 Randomly stopped locally compact càdlàg processes.- 3 J-convergence of compositions of stochastic processes.- 3.1 Introductory remarks.- 3.2 Compositions with asymptotically continuous components.- 3.3 Asymptotically continuous external processes.- 3.4 Asymptotically continuous internal stopping processes.- 3.5 Semi-vector compositions of càdlàg functions.- 3.6 Semi-vector compositions of càdlàg processes.- 3.7 Vector compositions of càdlàg functions.- 3.8 Vector compositions of càdlàg processes.- 4 Summary of applications.- 4.1 Introductory remarks.- 4.2 Randomly stopped sum-processes.- 4.3 Generalised exceeding processes.- 4.4 Step generalised exceeding processes.- 4.5 Sum-processes with renewal stopping.- 4.6 Accumulation processes.- 4.7 Extremes with random sample size.- 4.8 Mixed sum-max processes.- 4.9 Max-processes with renewal stopping.- 4.10 Shock processes.- Bibliographical remarks.- References.

Détails bibliographiques

Titre : Limit Theorems for Randomly Stopped ...
Éditeur : Springer
Date d'édition : 2004
Reliure : Couverture rigide
Etat : fine