Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables.
Philipp, Walter.
Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables. - 1st ed. - 1 online resource (145 pages) - Memoirs of the American Mathematical Society ; v.2 . - Memoirs of the American Mathematical Society .
Intro -- Table of Contents -- Chapter 1. Introduction -- Chapter 2. Description of the Method -- Chapter 3. Lacunary Trigonometric Series with Unweighted Summands -- Chapter 4. Stationary Φ-mixing Sequences -- Chapter 5. Gaussian Sequences -- Chapter 6. Lacunary Trigonometric Series with Weights -- Chapter 7. Functions of Strongly Mixing Random Variables -- Chapter 8. Nonstationary Mixing Sequences -- Chapter 9. A Refinement of the Shannon-McMillan-Breiman Theorem -- Chapter 10. Markov Sequences -- Chapter 11. Retarded Asymptotic Martingale Difference Sequences -- Chapter 12. Continuous Parameter Stochastic Processes -- Appendix 1. The Gaal-Koksma Strong Law of Large Numbers -- Appendix 2. An Example -- References.
9781470405472
Random variables.
Partial sums (Series).
Sequences (Mathematics).
Stochastic processes.
Electronic books.
QA273 -- .P45 1975eb
510/.8 s;519.2
Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables. - 1st ed. - 1 online resource (145 pages) - Memoirs of the American Mathematical Society ; v.2 . - Memoirs of the American Mathematical Society .
Intro -- Table of Contents -- Chapter 1. Introduction -- Chapter 2. Description of the Method -- Chapter 3. Lacunary Trigonometric Series with Unweighted Summands -- Chapter 4. Stationary Φ-mixing Sequences -- Chapter 5. Gaussian Sequences -- Chapter 6. Lacunary Trigonometric Series with Weights -- Chapter 7. Functions of Strongly Mixing Random Variables -- Chapter 8. Nonstationary Mixing Sequences -- Chapter 9. A Refinement of the Shannon-McMillan-Breiman Theorem -- Chapter 10. Markov Sequences -- Chapter 11. Retarded Asymptotic Martingale Difference Sequences -- Chapter 12. Continuous Parameter Stochastic Processes -- Appendix 1. The Gaal-Koksma Strong Law of Large Numbers -- Appendix 2. An Example -- References.
9781470405472
Random variables.
Partial sums (Series).
Sequences (Mathematics).
Stochastic processes.
Electronic books.
QA273 -- .P45 1975eb
510/.8 s;519.2