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  • © 2015

Asymptotic Laws and Methods in Stochastics

A Volume in Honour of Miklós Csörgő

  • Contains articles written by prominent scholars who have developed stochastics for the last forty years
  • Presents new results and recent research developments in important topics in both theoretical and applied probability and statistics
  • Features review articles providing a short history and state of the art of the field, in an effort to stimulate future research

Part of the book series: Fields Institute Communications (FIC, volume 76)

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Table of contents (20 chapters)

  1. Front Matter

    Pages i-xvi
  2. Limit Theorems for Self-normalized Processes

    1. Front Matter

      Pages 1-1
    2. Weak Convergence of Self-normalized Partial Sums Processes

      • Miklós Csörgő, Zhishui Hu
      Pages 3-15
    3. The Self-normalized Asymptotic Results for Linear Processes

      • Magda Peligrad, Hailin Sang
      Pages 43-51
  3. Planar Processes

    1. Front Matter

      Pages 53-53
    2. Some Results and Problems for Anisotropic Random Walks on the Plane

      • Endre Csáki, Antónia Földes, Pál Révész
      Pages 55-75
  4. Central Limit Theorems and Laws of Large Numbers

    1. Front Matter

      Pages 111-111
    2. Central Limit Theorem Related to MDR-Method

      • Alexander Bulinski
      Pages 113-128
    3. An Extension of Theorems of Hechner and Heinkel

      • Deli Li, Yongcheng Qi, Andrew Rosalsky
      Pages 129-147
  5. Change-Point Problems

    1. Front Matter

      Pages 177-177
    2. Change Point Detection with Stable AR(1) Errors

      • Alina Bazarova, István Berkes, Lajos Horváth
      Pages 179-193
    3. Change-Point Detection Under Dependence Based on Two-Sample U-Statistics

      • Herold Dehling, Roland Fried, Isabel Garcia, Martin Wendler
      Pages 195-220
  6. Short and Long Range Dependent Time Series

    1. Front Matter

      Pages 237-237

About this book

This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts.

The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.

Editors and Affiliations

  • School of Mathematics & Statistics, Herzberg Laboratories, Ottawa, Canada

    Donald Dawson

  • Department of Mathematics and Statistics, University of Ottawa, Ottawa, Canada

    Rafal Kulik

  • School of Mathematics & Statistics, Carleton University, Ottawa, Canada

    Mohamedou Ould Haye, Barbara Szyszkowicz, Yiqiang Zhao

Bibliographic Information

  • Book Title: Asymptotic Laws and Methods in Stochastics

  • Book Subtitle: A Volume in Honour of Miklós Csörgő

  • Editors: Donald Dawson, Rafal Kulik, Mohamedou Ould Haye, Barbara Szyszkowicz, Yiqiang Zhao

  • Series Title: Fields Institute Communications

  • DOI: https://doi.org/10.1007/978-1-4939-3076-0

  • Publisher: Springer New York, NY

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: Springer Science+Business Media New York 2015

  • Hardcover ISBN: 978-1-4939-3075-3Published: 12 November 2015

  • Softcover ISBN: 978-1-4939-5011-9Published: 23 August 2016

  • eBook ISBN: 978-1-4939-3076-0Published: 12 November 2015

  • Series ISSN: 1069-5265

  • Series E-ISSN: 2194-1564

  • Edition Number: 1

  • Number of Pages: XVI, 406

  • Topics: Probability Theory and Stochastic Processes

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access