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portada Stable Convergence and Stable Limit Theorems
Type
Physical Book
Author
Publisher
Language
English
Pages
228
Format
Paperback
Dimensions
23.4x15.6x1.3 cm
Weight
0.34 kg.
ISBN13
9783319365190
Categories

Stable Convergence and Stable Limit Theorems

Harald Luschgy (Author) · Erich Häusler (Author) · Springer · Paperback

Stable Convergence and Stable Limit Theorems - Häusler, Erich ; Luschgy, Harald

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Synopsis "Stable Convergence and Stable Limit Theorems"

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.

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