The Convergence Of Moments In The Martingale Central Limit Theorem
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The Convergence Of Moments In The Martingale Central Limit Theorem
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Author : Peter Hall
language : en
Publisher:
Release Date : 1978
The Convergence Of Moments In The Martingale Central Limit Theorem written by Peter Hall and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Central limit theorem categories.
On The Convergence Of Moments In The Almost Sure Central Limit Theorem For Martingales With Statistical Applications
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Author : B. Bercu
language : en
Publisher:
Release Date : 2001
On The Convergence Of Moments In The Almost Sure Central Limit Theorem For Martingales With Statistical Applications written by B. Bercu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Martingale Limit Theory And Its Application
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Author : P. Hall
language : en
Publisher: Academic Press
Release Date : 2014-07-10
Martingale Limit Theory And Its Application written by P. Hall and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-10 with Mathematics categories.
Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.
Probability Theory
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Author : Yuan Shih Chow
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-11-28
Probability Theory written by Yuan Shih Chow and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-28 with Mathematics categories.
Comprising the major theorems of probability theory and the measure theoretical foundations of the subject, the main topics treated here are independence, interchangeability, and martingales. Particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability. It is easily adapted for graduate students familiar with measure theory using the guidelines given. Special features include: - A comprehensive treatment of the law of the iterated logarithm - The Marcinklewicz-Zygmund inequality, its extension to martingales and applications thereof - Development and applications of the second moment analogue of Walds equation - Limit theorems for martingale arrays; the central limit theorem for the interchangeable and martingale cases; moment convergence in the central limit theorem - Complete discussion, including central limit theorem, of the random casting of r balls into n cells - Recent martingale inequalities - Cram r-L vy theorem and factor-closed families of distributions.
Martingale Approximation
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Author : Yu. V. Borovskikh
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2019-01-14
Martingale Approximation written by Yu. V. Borovskikh and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-14 with Mathematics categories.
No detailed description available for "Martingale Approximation".
Some Remarks On The Martingale Central Limit Theorem
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Author : Esbjörn Ohlsson
language : en
Publisher:
Release Date : 1985
Some Remarks On The Martingale Central Limit Theorem written by Esbjörn Ohlsson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with categories.
On The Functional Central Limit Theorem For Martingales
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Author : Holger Rootzén
language : en
Publisher:
Release Date : 1975
On The Functional Central Limit Theorem For Martingales written by Holger Rootzén and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with categories.
Necessary and sufficient conditions for the functional central limit theorem for a double array of random variables are sought. It is argued that this is a martingale problem only if the variables truncated at some fixed point c are asymptotically a martingale difference array. Under this hypothesis, necessary and sufficient conditions for convergence in distribution to a Brownian motion are obtained when the normalization is given (i) by the sums of squares of the variables, (ii) by the conditional variances and (iii) by the variances. The results are proved by comparing the various normalizations with a 'natural' normalization.
Probability Theory
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Author : Yuan S. Chow
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Probability Theory written by Yuan S. Chow and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Apart from new examples and exercises, some simplifications of proofs, minor improvements, and correction of typographical errors, the principal change from the first edition is the addition of section 9.5, dealing with the central limit theorem for martingales and more general stochastic arrays. vii Preface to the First Edition Probability theory is a branch of mathematics dealing with chance phenomena and has clearly discernible links with the real world. The origins of the sub ject, generally attributed to investigations by the renowned French mathe matician Fermat of problems posed by a gambling contemporary to Pascal, have been pushed back a century earlier to the Italian mathematicians Cardano and Tartaglia about 1570 (Ore, 1953). Results as significant as the Bernoulli weak law of large numbers appeared as early as 1713, although its counterpart, the Borel strong law oflarge numbers, did not emerge until 1909. Central limit theorems and conditional probabilities were already being investigated in the eighteenth century, but the first serious attempts to grapple with the logical foundations of probability seem to be Keynes (1921), von Mises (1928; 1931), and Kolmogorov (1933).
Central Limit Theorems For Set Indexed Strong Martingales
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Author :
language : en
Publisher:
Release Date : 1998
Central Limit Theorems For Set Indexed Strong Martingales written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with categories.
On Levy S Martingale Central Limit Theorem
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Author : Mathematical Sciences Research Institute (Berkeley, Calif.).
language : en
Publisher:
Release Date : 1983
On Levy S Martingale Central Limit Theorem written by Mathematical Sciences Research Institute (Berkeley, Calif.). and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with categories.