Asymptotic Behaviour of Linearly Transformed Sums of Random Variables
By: by Valery Buldygin, Serguei Solntsev
Contributors: Solntsev, Serguei
Series: Mathematics and Its Applications -- 416; Mathematics and Its Applications -- 416
Publisher: Springer Netherlands
Published: 1997
Place of publication: Dordrecht
Language: eng
Format: [electronic resource] /
Number of pages: 504
ISBN-13: 9789401063463; 9789401155687
Subjects: Mathematics; Sequences (Mathematics); Statistics; Distribution (Probability theory); Systems theory
Description: This book deals with the almost sure asymptotic behaviour of linearly transformed sequences of independent random variables, vectors and elements of topological vector spaces. The main subjects dealing with series of independent random elements on topological vector spaces, and in particular, in sequence spaces, as well as with generalized summability methods which are treated here are strong limit theorems for operator-normed (matrix normed) sums of independent finite-dimensional random vectors and their applications; almost sure asymptotic behaviour of realizations of one-dimensional and multi-dimensional Gaussian Markov sequences; various conditions providing almost sure continuity of sample paths of Gaussian Markov processes; and almost sure asymptotic behaviour of solutions of one-dimensional and multi-dimensional stochastic recurrence equations of special interest. Many topics, especially those related to strong limit theorems for operator-normed sums of independent random vectors, appear in monographic literature for the first time. Audience: The book is aimed at experts in probability theory, theory of random processes and mathematical statistics who are interested in the almost sure asymptotic behaviour in summability schemes, like operator normed sums and weighted sums, etc. Numerous sections will be of use to those who work in Gaussian processes, stochastic recurrence equations, and probability theory in topological vector spaces. As the exposition of the material is consistent and self-contained it can also be recommended as a textbook for university courses.
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