Compartir
Functional Gaussian Approximation for Dependent Structures (Oxford Studies in Probability) (en Inglés)
Florence Merlevède; Magda Peligrad; Sergey Utev (Autor)
·
Oup Oxford
· Tapa Dura
Functional Gaussian Approximation for Dependent Structures (Oxford Studies in Probability) (en Inglés) - Florence Merlevède; Magda Peligrad; Sergey Utev
$ 182.56
$ 365.12
Ahorras: $ 182.55
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis Listas
Origen: Estados Unidos
(Costos de importación incluídos en el precio)
Se enviará desde nuestra bodega entre el
Viernes 12 de Julio y el
Viernes 19 de Julio.
Lo recibirás en cualquier lugar de Internacional entre 1 y 3 días hábiles luego del envío.
Reseña del libro "Functional Gaussian Approximation for Dependent Structures (Oxford Studies in Probability) (en Inglés)"
Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour of stochastic processes. Two approaches are taken. Firstly, the authors present tools for dealing with the dependent structures used to obtain normal approximations. Secondly, they apply normal approximations to various examples. The main tools consist of inequalities for dependent sequences of random variables, leading to limit theorems, including the functional central limit theorem and functional moderate deviation principle. The results point out large classes of dependent random variables which satisfy invariance principles, making possible the statistical study of data coming from stochastic processes both with short and long memory. The dependence structures considered throughout the book include the traditional mixing structures, martingale-like structures, and weakly negatively dependent structures, which link the notion of mixing to the notions of association and negative dependence. Several applications are carefully selected to exhibit the importance of the theoretical results. They include random walks in random scenery and determinantal processes. In addition, due to their importance in analysing new data in economics, linear processes with dependent innovations will also be considered and analysed.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
Todos los libros de nuestro catálogo son Originales.
El libro está escrito en Inglés.
La encuadernación de esta edición es Tapa Dura.
✓ Producto agregado correctamente al carro, Ir a Pagar.