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Stable Convergence and Stable Limit Theorems
Hausler, Erich; Luschgy, Harald
€ 115.92
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Description for Stable Convergence and Stable Limit Theorems
Paperback. Series: Probability Theory and Stochastic Modelling. Num Pages: 238 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 13. Weight in Grams: 373.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer International Publishing AG Switzerland
Number of pages
238
Condition
New
Series
Probability Theory and Stochastic Modelling
Number of Pages
228
Place of Publication
Cham, Switzerland
ISBN
9783319365190
SKU
V9783319365190
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Hausler, Erich; Luschgy, Harald
Erich Haeusler studied mathematics and physics at the University of Bochum from 1972 to 1978. He received his doctorate in mathematics in 1982 from the University of Munich. Since 1991 he has been Professor of Mathematics at the University of Giessen, where he teaches probability and mathematical statistics. Harald Luschgy studied mathematics, physics and mathematical logic at the Universities of ... Read more
Reviews for Stable Convergence and Stable Limit Theorems
“This book presents an account of stable convergence and stable limit theorems which can serve as an introduction to the area. … The book is a big account of all major stable limit theorems which have been established in the last 50 years or so.” (Nikolai N. Leonenko, zbMATH 1356.60004, 2017) “The present book represents a comprehensive account of ... Read more