Name: Stable Convergence and Stable Limit Theorems (en Inglés)
Price: 87.93 USD
Availability: InStock
Author: Häusler, Erich ; Luschgy, Harald
ISBN: 9783319365190

portada Stable Convergence and Stable Limit Theorems (en Inglés)

Stable Convergence and Stable Limit Theorems (en Inglés)

Formato

Libro Físico

Autor

Harald Luschgy

Erich Häusler

Editorial

Springer

Idioma

Inglés

N° páginas

228

Encuadernación

Tapa Blanda

Dimensiones

23.4 x 15.6 x 1.3 cm

Peso

0.34 kg.

ISBN13

9783319365190

Categorías

Probabilidad y estadística

Stable Convergence and Stable Limit Theorems (en Inglés)

Harald Luschgy (Autor) · Erich Häusler (Autor) · Springer · Tapa Blanda

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Reseña del libro "Stable Convergence and Stable Limit Theorems (en Inglés)"

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.