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Asymptotic Laws and Methods in Stochastics

A Volume in Honour of Miklós Csörgő

  • Book
  • © 2015

Overview

Editors:
  1. Donald Dawson

    1. School of Mathematics & Statistics, Herzberg Laboratories, Ottawa, Canada

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  2. Rafal Kulik

    1. Department of Mathematics and Statistics, University of Ottawa, Ottawa, Canada

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  3. Mohamedou Ould Haye

    1. School of Mathematics & Statistics, Carleton University, Ottawa, Canada

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  4. Barbara Szyszkowicz

    1. School of Mathematics & Statistics, Carleton University, Ottawa, Canada

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  5. Yiqiang Zhao

    1. School of Mathematics & Statistics, Carleton University, Ottawa, Canada

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  • 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
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  2. Limit Theorems for Self-normalized Processes

    1. Front Matter

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

      • Miklós Csörgő, Zhishui Hu
      Pages 3-15

    3. Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables

      • Dianliang Deng, Zhitao Hu
      Pages 17-41

    4. The Self-normalized Asymptotic Results for Linear Processes

      • Magda Peligrad, Hailin Sang
      Pages 43-51

  3. Planar Processes

    1. Front Matter

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

      • Endre Csáki, Antónia Földes, Pál Révész
      Pages 55-75

    3. On the Area of the Largest Square Covered by a Comb-Random-Walk

      • Pal Révész
      Pages 77-85

    4. A Compensator Characterization of Planar Point Processes

      • B. Gail Ivanoff
      Pages 87-109

  4. Central Limit Theorems and Laws of Large Numbers

    1. Front Matter

      Pages 111-111
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    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

    4. Quenched Invariance Principles via Martingale Approximation

      • Magda Peligrad
      Pages 149-165

    5. An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model

      • Qiying Wang
      Pages 167-176

  5. Change-Point Problems

    1. Front Matter

      Pages 177-177
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    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

    4. Binary Time Series Models in Change Point Detection Tests

      • Edit Gombay
      Pages 221-235

  6. Short and Long Range Dependent Time Series

    1. Front Matter

      Pages 237-237
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    2. Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals

      • Kilani Ghoudi, Bruno Rémillard
      Pages 239-282
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Keywords

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

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