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Weak Convergence and Its Applications

Zhengyan Lin and Hanchao Wang
Publisher: 
World Scientific
Publication Date: 
2014
Number of Pages: 
176
Format: 
Hardcover
Price: 
82.00
ISBN: 
9789814447690
Category: 
Monograph
We do not plan to review this book.
  • The Definition and Basic Properties of Weak Convergence:
    • Metric Space
    • The Definition of Weak Convergence of Stochastic Processes and Portmanteau Theorem
    • How to Verify the Weak Convergence?
    • Two Examples of Applications of Weak Convergence
  • Convergence to the Independent Increment Processes:
    • The Basic Conditions of Convergence to the Gaussian Independent Increment Processes
    • Donsker Invariance Principle
    • Convergence of Poisson Point Processes
    • Two Examples of Applications of Point Process Method
  • Convergence to Semimartingales:
    • The Conditions of Tightness for Semimartingale Sequence
    • Weak Convergence to Semimartingale
    • Weak Convergence to Stochastic Integral I: The Martingale Convergence Approach
    • Weak Convergence to Stochastic Integral II: Kurtz and Protter's Approach
    • Stable Central Limit Theorem for Semimartingales
    • An Application to Stochastic Differential Equations
    • Appendix: The Predictable Characteristics of Semimartingales
  • Convergence of Empirical Processes:
    • Classical Weak Convergence of Empirical Processes
    • Weak Convergence of Marked Empirical Processes
    • Weak Convergence of Function Index Empirical Processes
    • Weak Convergence of Empirical Processes Involving Time-Dependent data
    • Two Examples of Applications in Statistics

Dummy View - NOT TO BE DELETED