Weak convergence and its applications / Zhengyan Lin and Hanchao Wang.
Material type:
TextPublication details: Singapore : World Scientific, ©2014.Description: viii, 176 pages ; 26 cmISBN: - 9789814447690 (hardcover : alk. paper)
- 519.23 23 L735
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.23 L735 (Browse shelf(Opens below)) | Available | 137819 |
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| 519.23 L693 Applied stochastic processes / | 519.23 L722 Random processes by example / | 519.23 L723 Interacting particle systems | 519.23 L735 Weak convergence and its applications / | 519.23 L745 Stationary stochastic processes | 519.23 L747 Linear stochastic systems : | 519.23 L752 Analysis of stochastic processes using GLIM |
Includes bibliographical references and index.
1. The definition and basic properties of weak convergence --
2. Convergence to the independent increment processes --
3. Convergence to semimartingales --
4. Convergence of empirical processes.
Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book.
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