Titlebook: Dependence in Probability and Statistics; A Survey of Recent R Ernst Eberlein,Murad S. Taqqu Book 1986 Springer Science+Business Media New

STYX

Using Renewal Processes to Generate Long-Range Dependence and High Variability integers . = ...,?1, 0.1,... . .(.) is a stationary renewal reward process with large inter-renewal intervals, while .(.) is a non-stationary process that takes the value zero except at some rare instants . where it achieves extremely high values.

責(zé)難

Basic Properties of Strong Mixing Conditionses of these conditions, and not at all on limit theory. For a discussion of central limit theorems and related results under these conditions, the reader is referred to Peligrad [60] or Iosifescu [50]. This survey will be divided into eight sections, as follows:

物質(zhì)

gnarled

Multivariate Appell polynomials and the central limit theoreme formulated in terms of semi-invariants; they are specified for linear processes X.. The notion of the Appell rank of L(x) plays a basic role in the CLT. Various topics related to Appell polynomials (e.g. expansions, diagram formalism for semi-invariants) are discussed.

青石板

Using Renewal Processes to Generate Long-Range Dependence and High Variability integers . = ...,?1, 0.1,... . .(.) is a stationary renewal reward process with large inter-renewal intervals, while .(.) is a non-stationary process that takes the value zero except at some rare instants . where it achieves extremely high values.

hardheaded

籠子

Basic Properties of Strong Mixing Conditionses of these conditions, and not at all on limit theory. For a discussion of central limit theorems and related results under these conditions, the reader is referred to Peligrad [60] or Iosifescu [50]. This survey will be divided into eight sections, as follows:

階層

Invariance Principles for Independent and Weakly Dependent Random Variables a result that nowadays often would be called a functional central limit theorem (FCLT). At present the term “invariance principle” generally stands as a synonym for an approximation theorem: A given process, such as a partial sum process, an empirical process, an extremal process, a U-statistic, et

怪物

Hemiplegia

Limit Laws for Generalizations of Martingales of the partial sum process S(t) = Σ. x.. Essentially three types of results are known: strong laws of large numbers (SLLNs), central limit theorems (CLTs) and laws of the iterated logarithm (LILs). All three of them as well as a number of refinements such as the functional versions of the last two