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Théorie asymptotique des processus aléatoires faiblement dépendants (Mathématiques et Applications) [Paperback]

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Item description for Théorie asymptotique des processus aléatoires faiblement dépendants (Mathématiques et Applications) by Emmanuel Rio...

Ces notes sont consacres aux ingalits et aux thormes limites classiques pour les suites de variables alatoires absolument rgulires ou fortement mlangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'tude des processus faiblement dpendants aux statisticiens ou aux probabilistes travaillant sur ces processus. Nos rsultats et nos preuves sont essentiellement fonds sur des ingalits de covariance et des lemmes de couplage parfois rcents, que nous appliquons pour obtenir des thormes limites classiques tels que la loi forte des grands nombres avec ou sans vitesses de convergence, le thorme limite central et le thorme limite central fonctionnel pour les sommes partielles normalises, la loi du logarithme itr, l'tude des processus empiriques. Enfin nous donnons quelques rsultats thoriques sur les relations entre la vitesse d'ergodicit et la vitesse de mlange fort des chanes de Markov irrductibles.

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Item Specifications...

Pages   170
Est. Packaging Dimensions:   Length: 9" Width: 6.1" Height: 0.6"
Weight:   0.55 lbs.
Binding  Softcover
Release Date   Nov 23, 1999
Publisher   Springer
ISBN  354065979X  
ISBN13  9783540659792  

Availability  141 units.
Availability accurate as of Oct 25, 2016 04:28.
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