Asymptotic Methods in Stochastics

Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.

• Author: M. Csörgö, Lajos Horváth, Barbara Szyszkowicz
• Publisher: American Mathematical Soc.
• Published: 2004
• Pages: 546