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 p...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Häusler, Erich (Author), Luschgy, Harald (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Probability Theory and Stochastic Modelling, 74
Subjects:
Probabilities.
Statistics .
Probability Theory.
Statistical Theory and Methods.
Online Access:Texto Completo
Table of Contents:
  • Preface
  • 1.Weak Convergence of Markov Kernels
  • 2.Stable Convergence
  • 3.Applications
  • 4.Stability of Limit Theorems
  • 5.Stable Martingale Central Limit Theorems
  • 6.Stable Functional Martingale Central Limit Theorems
  • 7.A Stable Limit Theorem with Exponential Rate
  • 8.Autoregression of Order One
  • 9.Branching Processes
  • A. Appendix
  • B. Appendix
  • Bibliography.

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