Stochastic convergence

by Lukacs, Eugene

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Title Statements

Full title :Stochastic convergence / Eugene Lukacs.

Edition Statements

Publication Date:1975.
Edition:2d ed

Publication Statements

Publisher(s):Academic Press
Place of Publication:New York
Language:eng
Publication Date:1975.

The Physical Object

Description:1 online resource (xi, 200 pages)

Edition Identifiers

ISBN:9780124598607, 0124598609, 9781483218588, 1483218589
oclc:ocn679395209
LC Classification:QA273
Dewey Decimal:519.2

Front Cover; Stochastic Convergence; Copyright Page; Table of Contents; Preface to the Second Edition; Preface to the First Edition; List of Examples; Chapter 1. INTRODUCTION; 1.1. Survey of basic concepts; 1.2. Certain inequalities; 1.3. Characteristic functions; 1.4. Independence; 1.5. Monotone classes of sets (events); Exercises; Chapter 2. STOCHASTIC CONVERGENCE CONCEPTS AND THEIR PROPERTIES; 2.1. Definitions; 2.2. Relations among the various convergence concepts; 2.3. Convergence of sequences of mean values and of certain functions of random variables

2.4. Criteria for stochastic convergence2.5. Further modes of stochastic convergence; 2.6. Information convergence; Exercises; Chapter 3. SPACES OF RANDOM VARIABLES; 3.1. Convergence in probability; 3.2. Almost certain convergence; 3.3. The spaces Lp; 3.4. The space of distribution functions; Exercises; Chapter 4. INFINITE SERIES OF RANDOM VARIABLES AND RELATED TOPICS; 4.1. The lemmas of Borel-Cantelli and the zero-one laws; 4.2. Convergence of series; 4.3. Some limit theorems; Exercises; Chapter 5. RANDOM POWER SERIES; 5.1. Definition and convergence of random power series

5.2. The radius of convergence of a random power seri…

Subjects

Convergence Convergence (mathématiques) Konvergenz Processus stochastiques Sequences (Mathematics) Stochastic Processes Stochastik Stochastische Konvergenz Stochastischer Prozess Suites (Mathématiques) Wahrscheinlichkeitsrechnung Zufällige Folge