Asymptotic Stochastics An Introduction with a View towards Statistics
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Sprache:Englisch
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Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
19.10.2024
Abbildungen
XIX, 467 p.
Verlag
Springer BerlinSeitenzahl
467
Maße (L/B/H)
24/16,8/2,7 cm
Gewicht
811 g
Sprache
Englisch
ISBN
978-3-662-68922-6
This textbook, which is based on the second edition of a book that has been previously published in German language, provides a comprehension-oriented introduction to asymptotic stochastics. It is aimed at the beginning of a master's degree course in mathematics and covers the material that can be taught in a four-hour lecture with two-hour exercises. Individual chapters are also suitable for seminars at the end of a bachelor's degree course.
In addition to more basic topics such as the method of moments in connection with the convergence in distribution or the multivariate central limit theorem and the delta method, the book covers limit theorems for U-statistics, the Wiener process and Donsker's theorem, as well as the Brownian bridge, with applications to statistics. It concludes with a central limit theorem for triangular arrays of Hilbert space-valued random elements with applications to weighted L² statistics.
The book is deliberately designed forself-study. It contains 138 self-questions, which are answered at the end of each chapter, as well as 194 exercises with solutions.
This book is a translation of an original German edition. A subsequent human revision was done primarily in terms of content, so that the book will read stylistically differently from a conventional translation.
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