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eISBN : 9780192658807

Sommaire :
I Mathematics
1. Sets and Numbers
2 .Limits, Sequences, and Sums
3 .Measure
4 .Integration
5. Metric Spaces
6. Topology

II Probability
7. Probability Spaces
8 .Random Variables
9. Expectations
10. Conditioning
11. Characteristic Functions

III Theory of Stochastic Processes
12. Stochastic Processes
13. Time Series Models
14. Dependence
15. Mixing
16. Martingales
17. Mixingales
18. Near-Epoch Dependence

IV The Law of Large Numbers
19. Stochastic Convergence
20. Convergence in Lp Norm
21. The Strong Law of Large Numbers
22. Uniform Stochastic Convergence

V The Central Limit Theorem
23. Weak Convergence of Distributions
24. The Classical Central Limit Theorem
25. CLTs for Dependent Processes
26. Extensions and Complement

VI The Functional Central Limit Theorem
27. Measures on Metric Spaces
28. Stochastic Processes in Continuous Time
29. Weak Convergence
30. Càdlàg Functions
31. FCLTs for Dependent Variables
32 .Weak Convergence to Stochastic Integrals

Langue : Anglais

Edition : 2ème

Lieu d'édition : OXFORD

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque