期刊全称 | Asymptotic Stochastics | 期刊简称 | An Introduction with | 影响因子2023 | Norbert Henze | 视频video | | 发行地址 | Provides an accessible introduction to asymptotic stochastics.Includes 194 exercises with solutions.Contains 138 self-questions to text comprehension while reading | 学科分类 | Mathematics Study Resources | 图书封面 |  | 影响因子 | .This textbook, which is based on the second edition of a book that has been previously published in German language, provides a comprehension-oriented introduction to asymptotic stochastics. It is aimed at the beginning of a master‘s degree course in mathematics and covers the material that can be taught in a four-hour lecture with two-hour exercises. Individual chapters are also suitable for seminars at the end of a bachelor‘s degree course..In addition to more basic topics such as the method of moments in connection with the convergence in distribution or the multivariate central limit theorem and the delta method, the book covers limit theorems for U-statistics, the Wiener process and Donsker‘s theorem, as well as the Brownian bridge, with applications to statistics. It concludes with a central limit theorem for triangular arrays of Hilbert space-valued random elements with applications to weighted L² statistics.. .The book is deliberately designed forself-study. It contains 138 self-questions, which are answered at the end of each chapter, as well as 194 exercises with solutions..This book is a translation of an original German edition. The translation was done with the help o | Pindex | Textbook 20241st edition |
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