Title | Asymptotic Methods in Probability and Statistics with Applications [electronic resource] / edited by N. Balakrishnan, I. A. Ibragimov, V. B. Nevzorov |
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Imprint | Boston, MA : Birkhรคuser Boston : Imprint: Birkhรคuser, 2001 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-0209-7 |
Descript | XXIII, 549 p. online resource |
I: Probability Distributions -- 1 Positive Linnik and Discrete Linnik Distributions -- 2 On FiniteโDimensional Archimedean Copulas -- II: Characterizations of Distributions -- 3 Characterization and Stability Problems for Finite Quadratic Forms -- 4 A Characterization of Gaussian Distributions by Signs of Even Cumulants -- 5 On a Class of Pseudo-Isotropic Distributions -- III: Probabilities and Measures in High-Dimensional Structures -- 6 Time Reversal of Diffusion Processes in Hilbert Spaces and Manifolds -- 7 Localization of Marjorizing Measures -- 8 Multidimensional Hungarian Construction for Vectors with Almost Gaussian Smooth Distributions -- 9 On the Existence of Weak Solutions for Stochastic Differential Equations With DrivingL2-Valued Measures -- 10 Tightness of Stochastic Families Arising From Randomization Procedures -- 11 Long-Time Behavior of Multi-Particle Markovian Models -- 12 Applications of Infinite-Dimensional Gaussian Integrals -- 13 On Maximum of Gaussian Non-Centered Fields Indexed on Smooth Manifolds -- 14 Typical Distributions: Infinite-Dimensional Approaches -- IV: Weak and Strong Limit Theorems -- 15 A Local Limit Theorem for Stationary Processes in the Domain of Attraction of a Normal Distribution -- 16 On the Maximal Excursion Over Increasing Runs -- 17 Almost Sure Behaviour of Partial Maxima Sequences of Somem-Dependent Stationary Sequences -- 18 On a Strong Limit Theorem for Sums of Independent Random Variables -- V: Large Deviation Probabilities -- 19 Development of Linnikโs Work in His Investigation of the Probabilities of Large Deviation -- 20 Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables -- VI: Empirical Processes, Order Statistics, and Records -- 21 Characterization of Geometric Distribution Through Weak Records -- 22 Asymptotic Distributions of Statistics Based on Order Statistics and Record Values and Invariant Confidence Intervals -- 23 Record Values in Archimedean Copula Processes -- 24 Functional CLT and LIL for Induced Order Statistics -- 25 Notes on the KMT Brownian Bridge Approximation to the Uniform Empirical Process -- 26 Inter-Record Times in Poisson PacedF?Models -- VII: Estimation of Parameters and Hypotheses Testing -- 27 Goodness-of-Fit Tests for the Generalized Additive Risk Models -- 28 The Combination of the Sign and Wilcoxon Tests for Symmetry and Their Pitman Efficiency -- 29 Exponential Approximation of Statistical Experiments -- 30 The Asymptotic Distribution of a Sequential Estimator for the Parameter in an AR(1) Model with Stable Errors -- 31 Estimation Based on the Empirical Characteristic Function -- 32 Asymptotic Behavior of Approximate Entropy -- VIII: Random Walks -- 33 Threshold Phenomena in Random Walks -- 34 Identifying a Finite Graph by Its Random Walk -- IX: Miscellanea -- 35 The Comparison of the Edgeworth and Bergstrรถm Expansions -- 36 Recent Progress in Probabilistic Number Theory -- X: Applications to Finance -- 37 On Mean Value of Profit for Option Holder: Cases of a Non-Classical and the Classical Market Models -- 38 On the Probability Models to Control the Investor Portfolio