Martingale Limit Theory and Its Application
eBook - PDF

Martingale Limit Theory and Its Application

  1. 321 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Martingale Limit Theory and Its Application

About this book

Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.

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Information

Publisher
Academic Press
Year
2014
Print ISBN
9780123193506
eBook ISBN
9781483263229
Topic
Mathematics
Subtopic
Applied Mathematics
Index
Mathematics

Table of contents

  1. Front Cover
  2. Martingale Limit Theory and its Application
  3. Copyright Page
  4. Table of Contents
  5. Preface
  6. Notation
  7. Chapter 1. Introduction
  8. Chapter 2. Inequalities and Laws ofLarge Numbers
  9. Chapter 3. The Central Limit Theorem
  10. Chapter 4. Invariance Principles in the Central Limit Theorem and Law of the Iterated Logarithm
  11. Chapter 5. Limit Theory for Stationary Processes via Corresponding Results for Approximating Martingales
  12. Chapter 6. Estimation of Parameters from Stochastic Processes
  13. Chapter 7. Miscellaneous Applications
  14. Appendix
  15. References
  16. Index to T'heorem, and Examples
  17. Index

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Yes, you can access Martingale Limit Theory and Its Application by P. Hall,C. C. Heyde, Z. W. Birnbaum,E. Lukacs in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.