Free shipping on all orders over $79* Limited Time Only
Track My Order
Help Centre
Likes
My Wish ListsLogin / Join
Booktopia
Australia's local bookstore
Get Free Shipping on orders over $79
Asymptotic Theory of Weakly Dependent Random Processes : Probability Theory and Stochastic Modelling : Book 80 - Emmanuel Rio

Asymptotic Theory of Weakly Dependent Random Processes

By: Emmanuel Rio

eText | 13 April 2017

At a Glance

eText

$159.01

or 4 interest-free payments of $39.75 with

 or 

Instant online reading in your Booktopia eTextbook Library *

Why choose an eTextbook?

Instant Access *

Purchase and read your book immediately

Read Aloud

Listen and follow along as Bookshelf reads to you

Study Tools

Built-in study tools like highlights and more

* eTextbooks are not downloadable to your eReader or an app and can be accessed via web browsers only. You must be connected to the internet and have no technical issues with your device or browser that could prevent the eTextbook from operating.

Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for sequences of random variables that are strongly mixing in the sense of Rosenblatt, or absolutely regular.

The first chapter introduces covariance inequalities under strong mixing or absolute regularity. These covariance inequalities are applied in Chapters 2, 3 and 4 to moment inequalities, rates of convergence in the strong law, and central limit theorems. Chapter 5 concerns coupling. In Chapter 6 new deviation inequalities and new moment inequalities for partial sums via the coupling lemmas of Chapter 5 are derived and applied to the bounded law of the iterated logarithm. Chapters 7 and 8 deal with the theory of empirical processes under weak dependence. Lastly, Chapter 9 describes links between ergodicity, return times and rates of mixing in the case of irreducible Markov chains. Each chapter ends with a set of exercises.

The book is an updated and extended translation of the French edition entitled "Theorie asymptotique des processus aleatoires faiblement dependants" (Springer, 2000). It will be useful for students and researchers in mathematical statistics, econometrics, probability theory and dynamical systems who are interested in weakly dependent processes.

on
Desktop
Tablet
Mobile

You Can Find This eBook In

Non-FictionMathematicsProbability & StatisticsCalculus & Mathematical AnalysisOptimisationGame TheoryApplied MathematicsNonlinear ScienceLinear ProgrammingReference, Information & Interdisciplinary SubjectsResearch & InformationInformation theory
Cybernetics & Systems TheoryStochasticsLibrary & Info SciencesLibrary & Information Services

Other Editions and Formats

Paperback

Published: 25th July 2018

View Product

More in Probability & Statistics

untitled - TBC ANZ

eBOOK

untitled

eBook

$31.99

An Introduction to Stochastic Modeling - Gabriel Lord

eBOOK

An Introduction to Stochastic Modeling

eBook

RRP $145.41

$130.99

10%
OFF

This product is categorised by