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<図書>
Asymptotic behaviour of linearly transformed sums of random variables

責任表示 by Valery Buldygin and Serguei Solntsev
シリーズ Mathematics and its applications ; v. 416
データ種別 図書
出版者 Dordrecht ; Boston : Kluwer Academic
出版年 c1997
本文言語 英語
大きさ xiii, 500 p. ; 25 cm
概要 This volume deals with the almost sure asymptotic behavior of linearly transformed sequences of independent random variables, vectors, and elements of topological vector spaces. The first section, ra...dom series and linear transformations of sequences of independent random elements, contains three chapters: random elements and their convergence; series of independent random elements; and linear transformations of independent random elements and series in sequence spaces. The second part of the book, containing six chapters, addresses the strong limit theorems for operator-normed (matrix- normed) sums of independent random vectors in finite-dimensional Euclidean spaces and their applications to Gaussian Markov processes, both one-dimensional and multi-dimensional, and to solutions of stochastic recurrence equations. For experts in probability theory, theory of random processes and mathematical statistics who are interested in the almost sure asymptotic behavior in summability schemes. This is a completely revised, updated, and expanded translation of the original Russian work Functional Methods in the Problems of Summation of Random Variables published by Naukova Dumka, Kiev, 1989. Annotation copyrighted by Book News, Inc., Portland, OR続きを見る

所蔵情報


理系図3F 数理独自 023211997009155 BULD/10/1 1997

理系図 自動書庫 027232003202933 105/BUL 1997

書誌詳細

別書名 原タイトル:Funkt︠s︡ionalʹnye metody v zadachakh summirovanii︠a︡ sluchaĭnykh velichin
一般注記 Bibliography: p. 455-485
Includes index
著者標目 *Buldygin, V. V. (Valeriĭ Vladimirovich)
Solnt︠s︡ev, S. A
件 名 LCSH:Limit theorems (Probability theory)
LCSH:Random variables
LCSH:Summability theory
分 類 NDC9:417.1
LCC:QA273.67
DC21:519.2
書誌ID 1001201269
ISBN 0792346327
NCID BA31681686
巻冊次 ISBN:0792346327
登録日 2009.09.18
更新日 2009.09.18

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