你好! Shipping to Taiwan with premium packaging for just NT$300 

Ship to
Taiwan
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada Functional Gaussian Approximation for Dependent Structures (Oxford Studies in Probability)
Type
Physical Book
Publisher
Author
Year
2019
Language
English
Pages
496
Format
Hardcover
ISBN13
9780198826941
Categories

Functional Gaussian Approximation for Dependent Structures (Oxford Studies in Probability)

Florence Merlevède; Magda Peligrad; Sergey Utev (Author) · Oxford University Press · Hardcover

Functional Gaussian Approximation for Dependent Structures (Oxford Studies in Probability) - Florence Merlevède; Magda Peligrad; Sergey Utev

New Book Imported to Taiwan
Delivery: 08 Sep - 16 Sep Shipping: 4 to 5 business days.
NT$ 7,296
NT$ 7,296

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "Functional Gaussian Approximation for Dependent Structures (Oxford Studies in Probability) "

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.

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Hardcover.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews