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Strong Limit Theorems Book

Strong Limit Theorems
Strong Limit Theorems, , Strong Limit Theorems has a rating of 3.5 stars
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  • Strong Limit Theorems
  • Written by author Lin Zhengyan
  • Published by Springer-Verlag New York, LLC, July 1992
  • This volume presents an up-to-date review of the most significant developments in strong Approximation and strong convergence in probability theory. The book consists of three chapters. The first deals with Wiener and Gaussian processes. Chapter 2 is
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Series Editor's Preface
Preface
1The Increments of a Wiener and Related Gaussian Processes1
1.1How Large Are the Increments of a Wiener Process?1
1.2Some Inferior Limit Results for the Increments of a Wiener Process20
1.3Further Discussion for Increments of a Wiener Process27
1.4How Large Are the Increments of a Two-Parameter Wiener Process?40
1.5The Increments of a Non-Stationary Gaussian Process62
2The Increments of Partial Sums of Independent Random Variables72
2.2How Large Are the Lag Sums?76
2.3How Large Are the Csorgo-Revesz Increments?86
2.4On the Increments Without Moment Hypotheses100
2.5How Small Are the Increments of Partial Sums of Independent R.V.'s?112
2.6A Study of Partial Sums with the Help of Strong Approximation119
3Strong Laws of the Processes Generated by Infinite Dimensional Ornstein-Uhlenbeck Processes129
3.2Partial Sum Process133
3.3Infinite Series148
3.4l[superscript 2]-Norm Squared Process160
3.5Two-Parameter Gaussian Process with Kernel173
References191


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