UID:
almahu_9947367531502882
Format:
1 online resource (925 p.)
Edition:
1st ed.
ISBN:
1-281-04712-0
,
9786611047122
,
0-08-049952-X
Content:
One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97. This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.〈b
Note:
Papers from an International Conference on Asymptotic Methods in Probability and Statistics, held at Carleton University, Ottawa, Canada, 8-13 July, 1997.
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Front Cover; Asymptotic Methods in Probability and Statistics; Copyright Page; Preface; TABLE OF CONTENTS; List of Contributors; PART 1: LIMIT THEOREMS FOR VARIOUSLY MIXING AND QUASI-ASSOCIATED RANDOM VARIABLES; Chapter 1. Rényi-mixing of occupation times; Chapter 2. Limit theorems for maximal random sums; Chapter 3. Limit theorems for partial sums of quasi-associated random variables; Chapter 4. On the central limit theorem for triangular arrays of φ-mixing sequences; PART 2: CENTRAL LIMIT THEOREMS FOR LOGARITHMIC AVERAGES
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Chapter 5. Results and problems related to the pointwise central limit theoremChapter 6. On two ergodic properties of self-similar processes; PART 3: STRONG APPROXIMATIONS, WEIGHTED APPROXIMATIONS; Chapter 7. Jump diffusion approximation for a Markovian transport model; Chapter 8. On the local oscillations of empirical and quantile processes; Chapter 9. Strong approximations in queueing theory; Chapter 10. Applications of weighted approximations via quantile inequalities; PART 4: EMPIRICAL DISTRIBUTIONS AND PROCESSES; Chapter 11. Empirical processes based on pseudo-observations
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Chapter 12. A uniform Marcinkiewicz-Zygmund strong law of large numbers for empirical processesChapter 13. On the comparison of theoretical and empirical distribution functions; PART 5: ITERATED RANDOM WALKS; Chapter 14. A random walk on a random walk path; Chapter 15. Long excursions and iterated processes; PART 6: FINE ANALYTIC PATH BEHAVIOR OF THE OSCILLATIONS OF STOCHASTIC PROCESSES; Chapter 16. Integral tests for some processes related to Brownian motion; Chapter 17. A lim inf result for the Brownian motion; Chapter 18. On the increments of l-infinitive valued Gaussian processes
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Chapter 19. A note on how small are the increments of a fractional Wiener processChapter 20. On a conjecture of Révész and its analogue for renewal processes; Chapter 21. Asymptotic results for self-similar Markov processes; PART 7: MULTIPARAMETER STOCHASTIC PROCESSES; Chapter 22. On Strassen's version of the law of the iterated logarithm for the two-parameter Wiener process; Chapter 23. A maximal inequality and tightness for multiparameter stochastic processes; PART 8: RESULTS RELATED TO STUDIES OF LOCAL TIME AND HITTING TIMES OF BESSEL PROCESSES. A CAUTIONARY NOTE ON LIMITING SIGMA-ALGEBRAS
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Chapter 24. On asymptotic independence of partial sumsChapter 25. Limiting sigma-algebras --- some counterexamples; Chapter 26. Convergence in law and convergence of moments: an example related to Bessel processes; PART 9: LARGE DEVIATIONS, SMALL BALL PROBLEMS, SELF NORMALIZATION; Chapter 27. Analytic aspects of multilevel large deviations; Chapter 28. Large deviation upper bound and its application to measure valued processes; Chapter 29. Gaussian measure of a small ball and capacity in Wiener space; Chapter 30. Recent developments on self-normalized limit theorems
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PART 10: STOCHASTIC BIFURCATION
,
English
Additional Edition:
ISBN 0-444-50083-9
Language:
English
