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Preface | ||
Contributors | ||
1 | Positive Linnik and Discrete Linnik Distributions | 3 |
2 | On Finite-Dimensional Archimedean Copulas | 19 |
3 | Characterization and Stability Problems for Finite Quadratic Forms | 39 |
4 | A Characterization of Gaussian Distributions by Signs of Even Cumulants | 51 |
5 | On a Class of Pseudo-Isotropic Distributions | 55 |
6 | Time Reversal of Diffusion Processes in Hilbert Spaces and Manifolds | 65 |
7 | Localization of Marjorizing Measures | 81 |
8 | Multidimensional Hungarian Construction for Vectors with Almost Gaussian Smooth Distributions | 101 |
9 | On the Existence of Weak Solutions for Stochastic Differential Equations With Driving L[superscript 2]-Valued Measures | 133 |
10 | Tightness of Stochastic Families Arising From Randomization Procedures | 143 |
11 | Long-Time Behavior of Multi-Particle Markovian Models | 161 |
12 | Applications of Infinite-Dimensional Gaussian Integrals | 177 |
13 | On Maximum of Gaussian Non-Centered Fields Indexed on Smooth Manifolds | 189 |
14 | Typical Distributions: Infinite-Dimensional Approaches | 205 |
15 | A Local Limit Theorem for Stationary Processes in the Domain of Attraction of a Normal Distribution | 215 |
16 | On the Maximal Excursion Over Increasing Runs | 225 |
17 | Almost Sure Behaviour of Partial Maxima Sequences of Some m-Dependent Stationary Sequences | 243 |
18 | On a Strong Limit Theorem for Sums of Independent Random Variables | 251 |
19 | Development of Linnik's Work in His Investigation of the Probabilities of Large Deviation | 259 |
20 | Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables | 277 |
21 | Characterization of Geometric Distribution Through Weak Records | 299 |
22 | Asymptotic Distributions of Statistics Based on Order Statistics and Record Values and Invariant Confidence Intervals | 309 |
23 | Record Values in Archimedean Copula Processes | 321 |
24 | Functional CLT and LIL for Induced Order Statistics | 333 |
25 | Notes on the KMT Brownian Bridge Approximation to the Uniform Empirical Process | 351 |
26 | Inter-Record Times in Poisson Paced F[superscript [alpha]] Models | 371 |
27 | Goodness-of-Fit Tests for the Generalized Additive Risk Models | 385 |
28 | The Combination of the Sign and Wilcoxon Tests for Symmetry and Their Pitman Efficiency | 395 |
29 | Exponential Approximation of Statistical Experiments | 409 |
30 | The Asymptotic Distribution of a Sequential Estimator for the Parameter in an AR(1) Model with Stable Errors | 425 |
31 | Estimation Based on the Empirical Characteristic Function | 435 |
32 | Asymptotic Behavior of Approximate Entropy | 451 |
33 | Threshold Phenomena in Random Walks | 465 |
34 | Identifying a Finite Graph by Its Random Walk | 487 |
35 | The Comparison of the Edgeworth and Bergstrom Expansions | 493 |
36 | Recent Progress in Probabilistic Number Theory | 507 |
37 | On Mean Value of Profit for Option Holder: Cases of a Non-Classical and the Classical Market Models | 523 |
38 | On the Probability Models to Control the Investor Portfolio | 535 |
Index | 547 |
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Add Asymptotic Methods in Probability and Statistics with Applications, This book represents thirty-eight extensive and carefully edited chapters written by prominent researchers, providing an up-to-date survey of new asymptotic methods in science and technology. The chapters contain broad coverage of the latest developments , Asymptotic Methods in Probability and Statistics with Applications to the inventory that you are selling on WonderClubX
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Add Asymptotic Methods in Probability and Statistics with Applications, This book represents thirty-eight extensive and carefully edited chapters written by prominent researchers, providing an up-to-date survey of new asymptotic methods in science and technology. The chapters contain broad coverage of the latest developments , Asymptotic Methods in Probability and Statistics with Applications to your collection on WonderClub |