Asymptotic Theory of Weakly Dependent Random Processes
Asymptotic Theory of Weakly Dependent Random Processes

Asymptotic Theory of Weakly Dependent Random Processes


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About the Book

Introduction.- Variance of partial sums.- Algebraic moments. Elementary exponential inequalities.- Maximal inequalities and strong laws.- Central limit theorems.- Coupling and mixing.- Fuk-Nagaev inequalities, applications.- Empirical distribution functions.- Empirical processes indexed by classes of functions.- Irreducible Markov chains.- Appendices.- References.- Index.



About the Author: Emmanuel Rio, started his career in 1987 as a mathematics assistant in Paris-Sud University. From 1990 to 2000 he was a CNRS researcher in the Probability and Statistics team of Paris-Sud University. Since 2000 he is professor in the department of mathematics of the University of Versailles Saint-Quentin en Yvelines.


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Product Details
  • ISBN-13: 9783662543221
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Edition: 1st ed. 2017
  • Language: English
  • Returnable: Y
  • Spine Width: 14 mm
  • Width: 156 mm
  • ISBN-10: 3662543222
  • Publisher Date: 02 May 2017
  • Binding: Hardback
  • Height: 234 mm
  • No of Pages: 204
  • Series Title: Probability Theory and Stochastic Modelling
  • Weight: 544 gr


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