Almost Sure Invariance Principles for Partial Sums of Weekly Dependent Random Variables PDF Download
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Author: American Mathematical Society
Publisher:
ISBN: 9780821818619
Category : Finite groups
Languages : en
Pages : 151
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Book Description
Author: American Mathematical Society
Publisher:
ISBN: 9780821818619
Category : Finite groups
Languages : en
Pages : 151
Get Book Here
Book Description
Author: Walter Philipp
Publisher:
ISBN:
Category :
Languages : en
Pages : 140
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Book Description
Author: Leslie Cohn
Publisher:
ISBN: 9780821818589
Category : Automorphic forms
Languages : en
Pages : 96
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Book Description
Author: Walter Philipp
Publisher:
ISBN:
Category :
Languages : en
Pages : 410
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Book Description
Author: Walter Philipp
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Walter Philipp
Publisher: American Mathematical Soc.
ISBN: 0821818619
Category : Invariance
Languages : en
Pages : 146
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Book Description
A strong revival of interest in the law of the iterated logarithm and related asymptotic fluctuation results has occurred in the last decade, stimulated by two remarkable papers by Volker Strassen. In these papers, Strassen introduces a new method for establishing such fluctuation results for sums of independent random variables and for martingales. Strassen's almost sure invariance principle for martingales states that each martingale satisfying a certain second moment condition is with probability on "close" to a Brownian motion. In this monograph we investigate the asymptotic fluctuation behavior of sums of weakly dependent random variables, such as lacunary trigonometric mixing, and Gaussian sequences.
Author: Magda Peligrad
Publisher:
ISBN:
Category :
Languages : en
Pages : 20
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Book Description
Author: Shijian Yan
Publisher: American Mathematical Soc.
ISBN: 0821851268
Category : Mathematics
Languages : en
Pages : 352
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Book Description
Probability theory has always been an active field of research in China, but, until recently, almost all of this research was written in Chinese. This book contains surveys by some of China's leading probabilists, with a fairly complete coverage of theoretical probability and selective coverage of applied topics. The purpose of the book is to provide an account of the most significant results in probability obtained in China in the past few decades and to promote communication between probabilists in China and those in other countries. This collection will be of interest to graduate students and researchers in mathematics and probability theory, as well as to researchers in such areas as physics, engineering, biochemistry, and information science. Among the topics covered here are: stochastic analysis, stochastic differential equations, Dirichlet forms, Brownian motion and diffusion, potential theory, geometry of manifolds, semi-martingales, jump Markov processes, interacting particle systems, entropy production of Markov processes, renewal sequences and p-functions, multi-parameter stochastic processes, stationary random fields, limit theorems, strong approximations, large deviations, stochastic control systems, and probability problems in information theory.
Author: Lin Zhengyan
Publisher: Springer Science & Business Media
ISBN: 9780792342199
Category : Mathematics
Languages : en
Pages : 452
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Book Description
For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence (approximation), limit behaviour of some statistics with a mixing sample, and many useful tools are provided. Audience: This volume will be of interest to researchers and graduate students in the field of probability and statistics, whose work involves dependent data (variables).
Author: Abdulla Azamov
Publisher: Springer
ISBN: 3030014762
Category : Mathematics
Languages : en
Pages : 195
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Book Description
This book features papers presented during a special session on dynamical systems, mathematical physics, and partial differential equations. Research articles are devoted to broad complex systems and models such as qualitative theory of dynamical systems, theory of games, circle diffeomorphisms, piecewise smooth circle maps, nonlinear parabolic systems, quadtratic dynamical systems, billiards, and intermittent maps. Focusing on a variety of topics from dynamical properties to stochastic properties of dynamical systems, this volume includes discussion on discrete-numerical tracking, conjugation between two critical circle maps, invariance principles, and the central limit theorem. Applications to game theory and networks are also included. Graduate students and researchers interested in complex systems, differential equations, dynamical systems, functional analysis, and mathematical physics will find this book useful for their studies. The special session was part of the second USA-Uzbekistan Conference on Analysis and Mathematical Physics held on August 8-12, 2017 at Urgench State University (Uzbekistan). The conference encouraged communication and future collaboration among U.S. mathematicians and their counterparts in Uzbekistan and other countries. Main themes included algebra and functional analysis, dynamical systems, mathematical physics and partial differential equations, probability theory and mathematical statistics, and pluripotential theory. A number of significant, recently established results were disseminated at the conference’s scheduled plenary talks, while invited talks presented a broad spectrum of findings in several sessions. Based on a different session from the conference, Algebra, Complex Analysis, and Pluripotential Theory is also published in the Springer Proceedings in Mathematics & Statistics Series.
