| 书目名称 | Stable Convergence and Stable Limit Theorems |
| 编辑 | Erich Häusler,Harald Luschgy |
| 视频video | |
| 概述 | First monograph entirely devoted to the subject of stable convergence.Presents a clear and sound introduction to the field.Includes examples of successful applications and exercise sets with solutions |
| 丛书名称 | Probability Theory and Stochastic Modelling |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2015 |
| 关键词 | 60-02, 60F05, 60F17; Gauss kernels; limit theorems; mixing convergence of random variables; stable conve |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-18329-9 |
| isbn_softcover | 978-3-319-36519-0 |
| isbn_ebook | 978-3-319-18329-9Series ISSN 2199-3130 Series E-ISSN 2199-3149 |
| issn_series | 2199-3130 |
| copyright | Springer International Publishing Switzerland 2015 |
发表于 2025-3-21 20:01:24
