Stochastic Convergence
eBook - PDF

Stochastic Convergence

  1. 214 pages
  2. English
  3. PDF
  4. Only available on web
eBook - PDF

Stochastic Convergence

Book details
Table of contents
Citations

About This Book

Stochastic Convergence, Second Edition covers the theoretical aspects of random power series dealing with convergence problems. This edition contains eight chapters and starts with an introduction to the basic concepts of stochastic convergence. The succeeding chapters deal with infinite sequences of random variables and their convergences, as well as the consideration of certain sets of random variables as a space. These topics are followed by discussions of the infinite series of random variables, specifically the lemmas of Borel-Cantelli and the zero-one laws. Other chapters evaluate the power series whose coefficients are random variables, the stochastic integrals and derivatives, and the characteristics of the normal distribution of infinite sums of random variables. The last chapter discusses the characterization of the Wiener process and of stable processes. This book will prove useful to mathematicians and advance mathematics students.

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Yes, you can access Stochastic Convergence by Eugene Lukacs, Z. W. Birnbaum,E. Lukacs in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Academic Press
Year
2014
ISBN
9781483218588
Edition
2
Topic
Mathematics
Subtopic
Applied Mathematics
Index
Mathematics

Table of contents

  1. Front Cover
  2. Stochastic Convergence
  3. Copyright Page
  4. Table of Contents
  5. Preface to the Second Edition
  6. Preface to the First Edition
  7. List of Examples
  8. Chapter 1. INTRODUCTION
  9. Chapter 2. STOCHASTIC CONVERGENCE CONCEPTS AND THEIR PROPERTIES
  10. Chapter 3. SPACES OF RANDOM VARIABLES
  11. Chapter 4. INFINITE SERIES OF RANDOM VARIABLES AND RELATED TOPICS
  12. Chapter 5. RANDOM POWER SERIES
  13. Chapter 6. STOCHASTIC INTEGRALS AND DERIVATIVES
  14. Chapter 7. CHARACTERIZATION OF THE NORMAL DISTRIBUTION BY PROPERTIES OF INFINITE SUMS OF RANDOM VARIABLES
  15. Chapter 8. CHARACTERIZATION OF SOME STOCHASTIC PROCESSES
  16. References
  17. Index