Stable Convergence and Stable Limit Theorems

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Stable Convergence and Stable Limit Theorems by Erich Häusler, Harald Luschgy, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Erich Häusler, Harald Luschgy ISBN: 9783319183299
Publisher: Springer International Publishing Publication: June 9, 2015
Imprint: Springer Language: English
Author: Erich Häusler, Harald Luschgy
ISBN: 9783319183299
Publisher: Springer International Publishing
Publication: June 9, 2015
Imprint: Springer
Language: English

The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept. Stable convergence holds in many limit theorems of probability theory and statistics – such as the classical central limit theorem – which are usually formulated in terms of convergence in distribution. Originated by Alfred Rényi, the notion of stable convergence is stronger than the classical weak convergence of probability measures. A variety of methods is described which can be used to establish this stronger stable convergence in many limit theorems which were originally formulated only in terms of weak convergence. Naturally, these stronger limit theorems have new and stronger consequences which should not be missed by neglecting the notion of stable convergence. The presentation will be accessible to researchers and advanced students at the master's level with a solid knowledge of measure theoretic probability.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept. Stable convergence holds in many limit theorems of probability theory and statistics – such as the classical central limit theorem – which are usually formulated in terms of convergence in distribution. Originated by Alfred Rényi, the notion of stable convergence is stronger than the classical weak convergence of probability measures. A variety of methods is described which can be used to establish this stronger stable convergence in many limit theorems which were originally formulated only in terms of weak convergence. Naturally, these stronger limit theorems have new and stronger consequences which should not be missed by neglecting the notion of stable convergence. The presentation will be accessible to researchers and advanced students at the master's level with a solid knowledge of measure theoretic probability.

More books from Springer International Publishing

Cover of the book Periodic Feedback Stabilization for Linear Periodic Evolution Equations by Erich Häusler, Harald Luschgy
Cover of the book Clarifying and Furthering Existential Psychotherapy by Erich Häusler, Harald Luschgy
Cover of the book Engineering Multi-Agent Systems by Erich Häusler, Harald Luschgy
Cover of the book Level Crossing Methods in Stochastic Models by Erich Häusler, Harald Luschgy
Cover of the book Developing Leadership and Employee Health Through the Arts by Erich Häusler, Harald Luschgy
Cover of the book Law and Religious Cultural Heritage in Europe by Erich Häusler, Harald Luschgy
Cover of the book The Use of Robotic Technology in Female Pelvic Floor Reconstruction by Erich Häusler, Harald Luschgy
Cover of the book Control and Decision Strategies in Wastewater Treatment Plants for Operation Improvement by Erich Häusler, Harald Luschgy
Cover of the book Nanotechnologies for Environmental Remediation by Erich Häusler, Harald Luschgy
Cover of the book Law, Development and Innovation by Erich Häusler, Harald Luschgy
Cover of the book The Modes of Gaseous Combustion by Erich Häusler, Harald Luschgy
Cover of the book The Olive Tree Genome by Erich Häusler, Harald Luschgy
Cover of the book Cyanobacteria for Bioremediation of Wastewaters by Erich Häusler, Harald Luschgy
Cover of the book Printed Flexible Sensors by Erich Häusler, Harald Luschgy
Cover of the book Solving Computationally Expensive Engineering Problems by Erich Häusler, Harald Luschgy
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy