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Asymptotic Behaviour of Linearly Transformed Sums of Random Variables (Hardcover, 1997 ed.)
Loot Price: R3,285
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Asymptotic Behaviour of Linearly Transformed Sums of Random Variables (Hardcover, 1997 ed.)
Series: Mathematics and Its Applications, 416
Expected to ship within 10 - 15 working days
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This book deals with the almost sure asymptotic behaviour of
linearly transformed sequences of independent random variables,
vectors and elements of topological vector spaces. The main
subjects dealing with series of independent random elements on
topological vector spaces, and in particular, in sequence spaces,
as well as with generalized summability methods which are treated
here are strong limit theorems for operator-normed (matrix normed)
sums of independent finite-dimensional random vectors and their
applications; almost sure asymptotic behaviour of realizations of
one-dimensional and multi-dimensional Gaussian Markov sequences;
various conditions providing almost sure continuity of sample paths
of Gaussian Markov processes; and almost sure asymptotic behaviour
of solutions of one-dimensional and multi-dimensional stochastic
recurrence equations of special interest. Many topics, especially
those related to strong limit theorems for operator-normed sums of
independent random vectors, appear in monographic literature for
the first time. Audience: The book is aimed at experts in
probability theory, theory of random processes and mathematical
statistics who are interested in the almost sure asymptotic
behaviour in summability schemes, like operator normed sums and
weighted sums, etc. Numerous sections will be of use to those who
work in Gaussian processes, stochastic recurrence equations, and
probability theory in topological vector spaces. As the exposition
of the material is consistent and self-contained it can also be
recommended as a textbook for university courses.
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