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The Resource Asymptotic Theory of Weakly Dependent Random Processes, by Emmanuel Rio, (electronic resource)

Asymptotic Theory of Weakly Dependent Random Processes, by Emmanuel Rio, (electronic resource)

Label
Asymptotic Theory of Weakly Dependent Random Processes
Title
Asymptotic Theory of Weakly Dependent Random Processes
Statement of responsibility
by Emmanuel Rio
Creator
Subject
Language
eng
Summary
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 "Théorie asymptotique des processus aléatoires faiblement dépendants" (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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Rio, Emmanuel
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
Series statement
  • Springer eBooks
  • Probability Theory and Stochastic Modelling,
Series volume
80
http://library.link/vocab/subjectName
  • Mathematics
  • Dynamics
  • Ergodic theory
  • Game theory
  • Probabilities
Label
Asymptotic Theory of Weakly Dependent Random Processes, by Emmanuel Rio, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-662-54323-8
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Introduction -- Variance of partial sums -- Algebraic moments. Elementary exponential inequalities -- Maximal inequalities and strong laws -- Central limit theorems -- Coupling and mixing -- Fuk-Nagaev inequalities, applications -- Empirical distribution functions -- Empirical processes indexed by classes of functions -- Irreducible Markov chains -- Appendices -- References -- Index
Control code
978-3-662-54323-8
Dimensions
unknown
Extent
1 online resource (XVIII, 204 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783662543238
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-662-54323-8
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)982487119
Label
Asymptotic Theory of Weakly Dependent Random Processes, by Emmanuel Rio, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-662-54323-8
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Introduction -- Variance of partial sums -- Algebraic moments. Elementary exponential inequalities -- Maximal inequalities and strong laws -- Central limit theorems -- Coupling and mixing -- Fuk-Nagaev inequalities, applications -- Empirical distribution functions -- Empirical processes indexed by classes of functions -- Irreducible Markov chains -- Appendices -- References -- Index
Control code
978-3-662-54323-8
Dimensions
unknown
Extent
1 online resource (XVIII, 204 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783662543238
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-662-54323-8
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)982487119

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