Asymptotic Laws and Methods in Stochastics
A Volume in Honour of Miklós Csörgő
Editors: Dawson, D., Kulik, R., Ould Haye, M., Szyszkowicz, B., Zhao, Y. (Eds.)
Free Preview- 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
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- About this book
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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.
- Table of contents (20 chapters)
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Weak Convergence of Self-normalized Partial Sums Processes
Pages 3-15
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Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables
Pages 17-41
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The Self-normalized Asymptotic Results for Linear Processes
Pages 43-51
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Some Results and Problems for Anisotropic Random Walks on the Plane
Pages 55-75
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On the Area of the Largest Square Covered by a Comb-Random-Walk
Pages 77-85
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Table of contents (20 chapters)
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Bibliographic Information
- 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
- Series Volume
- 76
- Copyright
- 2015
- Publisher
- Springer-Verlag New York
- Copyright Holder
- Springer Science+Business Media New York
- eBook ISBN
- 978-1-4939-3076-0
- DOI
- 10.1007/978-1-4939-3076-0
- Hardcover ISBN
- 978-1-4939-3075-3
- Softcover ISBN
- 978-1-4939-5011-9
- Series ISSN
- 1069-5265
- Edition Number
- 1
- Number of Pages
- XVI, 406
- Topics