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Stable Convergence and Stable Limit Theorems (Hardcover, 2015 ed.)
Loot Price: R3,636
Discovery Miles 36 360
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Stable Convergence and Stable Limit Theorems (Hardcover, 2015 ed.)
Series: Probability Theory and Stochastic Modelling, 74
Expected to ship within 10 - 15 working days
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Total price: R3,656
Discovery Miles: 36 560
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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 Renyi, 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 many limit theorems which were originally formulated
only in terms of weak convergence. Naturally, these stronger limit
theorems have new and stronger consequences which should not be
missed by neglecting the notion of stable convergence. The
presentation will be accessible to researchers and advanced
students at the master's level with a solid knowledge of measure
theoretic probability.
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