Uniform Limit Theorems For Sums Of Independent Random Variables


Uniform Limit Theorems For Sums Of Independent Random Variables
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Uniform Limit Theorems For Sums Of Independent Random Variables


Uniform Limit Theorems For Sums Of Independent Random Variables
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Author : Taĭvo Viktorovich Arak
language : en
Publisher: American Mathematical Soc.
Release Date : 1988

Uniform Limit Theorems For Sums Of Independent Random Variables written by Taĭvo Viktorovich Arak and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Mathematics categories.


Among the diverse constructions studied in modern probability theory, the scheme for summation of independent random variables occupies a special place. This book presents a study of distributions of sums of independent random variables with minimal restrictions imposed on their distributions.



Sums Of Independent Random Variables


Sums Of Independent Random Variables
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Author : V.V. Petrov
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Sums Of Independent Random Variables written by V.V. Petrov 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.


The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari ables" by B.V. Gnedenko and A.N. Kolmogorov was published in 1949. Since then the theory of summation of independent variables has devel oped rapidly. Today a summing-up of the studies in this area, and their results, would require many volumes. The monograph by I.A. Ibragi mov and Yu. V. I~innik, "Independent and Stationarily Connected VaTiables", which appeared in 1965, contains an exposition of the contem porary state of the theory of the summation of independent identically distributed random variables. The present book borders on that of Ibragimov and Linnik, sharing only a few common areas. Its main focus is on sums of independent but not necessarily identically distri buted random variables. It nevertheless includes a number of the most recent results relating to sums of independent and identically distributed variables. Together with limit theorems, it presents many probahilistic inequalities for sums of an arbitrary number of independent variables. The last two chapters deal with the laws of large numbers and the law of the iterated logarithm. These questions were not treated in Ibragimov and Linnik; Gnedenko and KolmogoTOv deals only with theorems on the weak law of large numbers. Thus this book may be taken as complementary to the book by Ibragimov and Linnik. I do not, however, assume that the reader is familiar with the latter, nor with the monograph by Gnedenko and Kolmogorov, which has long since become a bibliographical rarity



Limit Theorems For The Distributions Of The Maxima Of Partial Sums Of Independent Random Variables


Limit Theorems For The Distributions Of The Maxima Of Partial Sums Of Independent Random Variables
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Author : Ernest G. Kimme
language : en
Publisher:
Release Date : 1957

Limit Theorems For The Distributions Of The Maxima Of Partial Sums Of Independent Random Variables written by Ernest G. Kimme and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1957 with Limit theorems (Probability theory) categories.




Limit Distributions For Sums Of Independent Random Vectors


Limit Distributions For Sums Of Independent Random Vectors
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Author : Mark M. Meerschaert
language : en
Publisher: John Wiley & Sons
Release Date : 2001-07-11

Limit Distributions For Sums Of Independent Random Vectors written by Mark M. Meerschaert and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-07-11 with Mathematics categories.


Die Quintessenz aus über 100 Originalarbeiten! Ausgehend von den Grundpfeilern der modernen Wahrscheinlichkeitstheorie entwickeln die Autoren dieses in sich geschlossenen, gut verständlich formulierten Bandes die Theorie der unendlich teilbaren Verteilungen und der regulären Variation. Im Anschluss erarbeiten sie die allgemeine Grenzwerttheorie für unabhängige Zufallsvektoren. Dabei achten sie sorgfältig darauf, alle Aspekte in den Kontext der Wahrscheinlichkeitslehre und Statistik zu stellen und bieten dafür eine Fülle von Zusatzinformationen an.



Advances In Probability Theory


Advances In Probability Theory
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Author : Aleksandr Alekseevich Borovkov
language : en
Publisher:
Release Date : 1985

Advances In Probability Theory written by Aleksandr Alekseevich Borovkov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Limit theorems (Probability theory) categories.




Limit Theorems For Sums Of Exchangeable Random Variables


Limit Theorems For Sums Of Exchangeable Random Variables
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Author : Robert Lee Taylor
language : en
Publisher: Rowman & Littlefield Publishers
Release Date : 1985

Limit Theorems For Sums Of Exchangeable Random Variables written by Robert Lee Taylor and has been published by Rowman & Littlefield Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Limit theorems (Probability theory). categories.


To find more information about Rowman and Littlefield titles, please visit www.rowmanlittlefield.com.



Limit Distributions For Sums Of Independent Random Variables


Limit Distributions For Sums Of Independent Random Variables
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Author : Boris Vladimirovich Gnedenko
language : en
Publisher:
Release Date : 1968

Limit Distributions For Sums Of Independent Random Variables written by Boris Vladimirovich Gnedenko and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Distribution (Probability theory). categories.




Limit Theorems For Associated Random Fields And Related Systems


Limit Theorems For Associated Random Fields And Related Systems
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Author :
language : en
Publisher:
Release Date :

Limit Theorems For Associated Random Fields And Related Systems written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.




Limit Theorems Of Probability Theory


Limit Theorems Of Probability Theory
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Author : Yu.V. Prokhorov
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14

Limit Theorems Of Probability Theory written by Yu.V. Prokhorov 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 2013-03-14 with Mathematics categories.


A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.



Probability Theory


Probability Theory
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Author : S. R. S. Varadhan
language : en
Publisher: American Mathematical Soc.
Release Date : 2001-09-10

Probability Theory written by S. R. S. Varadhan and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-09-10 with Mathematics categories.


This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.