期刊全稱 | Asymptotic Theory of Weakly Dependent Random Processes | 影響因子2023 | Emmanuel Rio | 視頻video | http://file.papertrans.cn/164/163841/163841.mp4 | 發(fā)行地址 | Each chapter ends with a set of exercises.Provides a detailed exposition of optimal asymptotics results for strongly mixing sequences.English translation is an updated and revised edition.Includes sup | 學(xué)科分類 | Probability Theory and Stochastic Modelling | 圖書封面 |  | 影響因子 | .Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for sequences of random variables that are strongly mixing in the sense of Rosenblatt, or absolutely regular...The first chapter introduces covariance inequalities under strong mixing or absolute regularity. These covariance inequalities are applied in Chapters 2, 3 and 4 to moment inequalities, rates of convergence in the strong law, and central limit theorems. Chapter 5 concerns coupling. In Chapter 6 new deviation inequalities and new moment inequalities for partial sums via the coupling lemmas of Chapter 5 are derived and applied to the bounded law of the iterated logarithm. Chapters 7 and 8 deal with the theory of empirical processes under weak dependence. Lastly, Chapter 9 describes links between ergodicity, return times and rates of mixing in the case of irreducible Markov chains. Each chapter ends with a set of exercises..The book is an updated and extended translation of the French edition entitled "Théorie asymptotique des processus aléatoires faiblement dépendants" (Springer, 2000). It will be useful for students and research | Pindex | Book 2017 |
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