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Limit Theorems for Randomly Stopped Stochastic Processes

  • Dmitrii S. Silvestrov

Part of the Probability and its Applications book series (PIA)

Table of contents

  1. Front Matter
    Pages I-XIV
  2. Dmitrii S. Silvestrov
    Pages 1-61
  3. Dmitrii S. Silvestrov
    Pages 147-227
  4. Dmitrii S. Silvestrov
    Pages 229-338
  5. Back Matter
    Pages 339-398

About this book

Introduction

Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.

This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.

The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.

Keywords

Càdlàg Limit theorems Probability theory Stochastic processes statistics stochastic process

Authors and affiliations

  • Dmitrii S. Silvestrov
    • 1
  1. 1.Department of Mathematics and PhysicsMälardalen UniversityVästeråsSweden

Bibliographic information

  • DOI https://doi.org/10.1007/978-0-85729-390-9
  • Copyright Information Springer-Verlag London Limited 2004
  • Publisher Name Springer, London
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4471-1051-4
  • Online ISBN 978-0-85729-390-9
  • Series Print ISSN 1431-7028
  • Buy this book on publisher's site