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Asymptotic Methods in Stochastics: Festschrift for Miklós Csörgő
 
Edited by: Lajos Horváth :  University of Utah, Salt Lake City, UT
Barbara Szyszkowicz :  Carleton University, Ottawa, ON, Canada
A co-publication of the AMS and Fields Institute
Asymptotic Methods in Stochastics
Hardcover ISBN:  978-0-8218-3561-6
Product Code:  FIC/44
List Price: $167.00
MAA Member Price: $150.30
AMS Member Price: $133.60
eBook ISBN:  978-1-4704-3078-8
Product Code:  FIC/44.E
List Price: $158.00
MAA Member Price: $142.20
AMS Member Price: $126.40
Hardcover ISBN:  978-0-8218-3561-6
eBook: ISBN:  978-1-4704-3078-8
Product Code:  FIC/44.B
List Price: $325.00 $246.00
MAA Member Price: $292.50 $221.40
AMS Member Price: $260.00 $196.80
Add to cart
Asymptotic Methods in Stochastics
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Asymptotic Methods in Stochastics: Festschrift for Miklós Csörgő
Edited by: Lajos Horváth :  University of Utah, Salt Lake City, UT
Barbara Szyszkowicz :  Carleton University, Ottawa, ON, Canada
A co-publication of the AMS and Fields Institute
Hardcover ISBN:  978-0-8218-3561-6
Product Code:  FIC/44
List Price: $167.00
MAA Member Price: $150.30
AMS Member Price: $133.60
eBook ISBN:  978-1-4704-3078-8
Product Code:  FIC/44.E
List Price: $158.00
MAA Member Price: $142.20
AMS Member Price: $126.40
Hardcover ISBN:  978-0-8218-3561-6
eBook ISBN:  978-1-4704-3078-8
Product Code:  FIC/44.B
List Price: $325.00 $246.00
MAA Member Price: $292.50 $221.40
AMS Member Price: $260.00 $196.80
Add to cart
  • Book Details
     
     
    Fields Institute Communications
    Volume: 44; 2004; 530 pp
    MSC: Primary 60; 62

    This volume, honoring over forty years of Miklós Csörgő's work in probability and statistics, reflects the state of current research. It offers a comprehensive collection of surveys introducing new results with complete proofs and expository papers giving an historic overview.

    Contributions were made by an international group of experts. The book covers the following topics: path properties of stochastic processes, probability theory with applications, complete convergence of renewal counting processes and bootstrap means, weak convergence of random size sums, almost sure stability of weighted maxima, procedures for detecting changes in statistical models, statistical inference via conditional quantiles, cumulative sums, multinomial samples, empirical processes, applications to economics, and self-normalized partial sums processes. The section, "Applications to Economics", deals primarily with applications of stochastics to financial time series models.

    The book is suitable for graduate students and researchers interested in probability theory, stochastic processes, mathematical statistics, and applications of these mathematical/statistical sciences.

    Titles in this series are co-published with the Fields Institute for Research in Mathematical Sciences (Toronto, Ontario, Canada).
    Readership

    Graduate students and research mathematicians interested in probability theory, stochastic processes, mathematical statistics, and applications of these mathematical and statistical sciences.
  • Table of Contents
     
     
    • Path properties of stochastic processes
    • Endre Csáki, Antónia Földes and Zhan Shi — Our joint work with Miklós Csörgő
    • Davar Khoshnevisan — Brownian sheet and quasi-sure analysis
    • Giovanni Peccati and Marc Yor — Hardy’s inequality in $L^2([0,1])$ and principal values of Brownian local times
    • Giovanni Peccati and Marc Yor — Four limit theorems for quadratic functionals of Brownian motion and Brownian bridge
    • P. Révész — Tell me the values of a Wiener at integers, I tell you its local time
    • Probability theory with applications
    • R. Bhansali, M. Holland and P. Kokoszka — Chaotic maps with slowly decaying correlations and intermittency
    • Youri Davydov and Vygantas Paulauskas — Recent results on $p$-stable convex compact sets with applications
    • Youri Davydov and Ričardas Zitikis — Convex rearrangements of random elements
    • D. Dawson, L. Gorostiza and A. Wakolbinger — Hierarchical random walks
    • Kenneth Ross and Qi-Man Shao — On Helgason’s number and Khintchine’s inequality
    • Complete convergence of renewal counting processes and bootstrap means
    • Allan Gut and Josef Steinebach — Convergence rates and precise asymptotics for renewal counting processes and some first passage times
    • Sándor Csörgő — On the complete convergence of bootstrap means
    • Weak convergence of random size sums, almost sure stability of weighted maxima
    • Iwona Ćwiklińska and Zdzisław Rychlik — Weak convergence of random sums and maximum random sums under nonrandom norming
    • R. Tomkins — Criteria for the almost sure stability of weighted maxima of bounded i.i.d. random variables
    • Procedures for detecting changes in statistical models
    • Marie Hušková — Permutation principle and bootstrap in change point analysis
    • Emad-Eldin Aly — Change point detection based on $L$-statistics
    • Eshetu Atenafu and Edit Gombay — Sequential tests for change in the parameters of nested random effects model
    • Markus Orasch — Using U-statistics based processes to detect multiple change-points
    • Statistical inference via conditional quantiles, cumulative sums, multinomial samples, and empirical processes
    • Emanuel Parzen — Statistical methods learning and conditional quantiles
    • Murray Burke — Testing regression models: A strong martingale approach
    • André Dabrowski and Herold Dehling — Conditional distribution of the H-coefficient in nonparametric unfolding models
    • Kilani Ghoudi and Bruno Rémillard — Empirical processes based on pseudo-observations II: The multivariate case
    • Applications to economics
    • Itsván Berkes, Lajos Horváth and Piotr Kokoszka — Probabilistic and statistical properties of GARCH processes
    • Reg Kulperger — Stochastic finance: Discrete time processes and risk neutral pricing
    • Don McLeish — Estimating the correlation of processes using extreme values
    • Hao Yu — Analyzing residual processes of (G)ARCH time series models
    • Self-normalized partial sums processes
    • Miklós Csörgő, Barbara Szyszkowicz and Qiying Wang — On weighted approximations and strong limit theorems for self-normalized partial sums processes
    • Qiying Wang — On Darling-Erdős type theorems for self-normalized sums
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Accessibility – to request an alternate format of an AMS title
Fields Institute Communications
Volume: 44; 2004; 530 pp
MSC: Primary 60; 62

This volume, honoring over forty years of Miklós Csörgő's work in probability and statistics, reflects the state of current research. It offers a comprehensive collection of surveys introducing new results with complete proofs and expository papers giving an historic overview.

Contributions were made by an international group of experts. The book covers the following topics: path properties of stochastic processes, probability theory with applications, complete convergence of renewal counting processes and bootstrap means, weak convergence of random size sums, almost sure stability of weighted maxima, procedures for detecting changes in statistical models, statistical inference via conditional quantiles, cumulative sums, multinomial samples, empirical processes, applications to economics, and self-normalized partial sums processes. The section, "Applications to Economics", deals primarily with applications of stochastics to financial time series models.

The book is suitable for graduate students and researchers interested in probability theory, stochastic processes, mathematical statistics, and applications of these mathematical/statistical sciences.

Titles in this series are co-published with the Fields Institute for Research in Mathematical Sciences (Toronto, Ontario, Canada).
Readership

Graduate students and research mathematicians interested in probability theory, stochastic processes, mathematical statistics, and applications of these mathematical and statistical sciences.
  • Path properties of stochastic processes
  • Endre Csáki, Antónia Földes and Zhan Shi — Our joint work with Miklós Csörgő
  • Davar Khoshnevisan — Brownian sheet and quasi-sure analysis
  • Giovanni Peccati and Marc Yor — Hardy’s inequality in $L^2([0,1])$ and principal values of Brownian local times
  • Giovanni Peccati and Marc Yor — Four limit theorems for quadratic functionals of Brownian motion and Brownian bridge
  • P. Révész — Tell me the values of a Wiener at integers, I tell you its local time
  • Probability theory with applications
  • R. Bhansali, M. Holland and P. Kokoszka — Chaotic maps with slowly decaying correlations and intermittency
  • Youri Davydov and Vygantas Paulauskas — Recent results on $p$-stable convex compact sets with applications
  • Youri Davydov and Ričardas Zitikis — Convex rearrangements of random elements
  • D. Dawson, L. Gorostiza and A. Wakolbinger — Hierarchical random walks
  • Kenneth Ross and Qi-Man Shao — On Helgason’s number and Khintchine’s inequality
  • Complete convergence of renewal counting processes and bootstrap means
  • Allan Gut and Josef Steinebach — Convergence rates and precise asymptotics for renewal counting processes and some first passage times
  • Sándor Csörgő — On the complete convergence of bootstrap means
  • Weak convergence of random size sums, almost sure stability of weighted maxima
  • Iwona Ćwiklińska and Zdzisław Rychlik — Weak convergence of random sums and maximum random sums under nonrandom norming
  • R. Tomkins — Criteria for the almost sure stability of weighted maxima of bounded i.i.d. random variables
  • Procedures for detecting changes in statistical models
  • Marie Hušková — Permutation principle and bootstrap in change point analysis
  • Emad-Eldin Aly — Change point detection based on $L$-statistics
  • Eshetu Atenafu and Edit Gombay — Sequential tests for change in the parameters of nested random effects model
  • Markus Orasch — Using U-statistics based processes to detect multiple change-points
  • Statistical inference via conditional quantiles, cumulative sums, multinomial samples, and empirical processes
  • Emanuel Parzen — Statistical methods learning and conditional quantiles
  • Murray Burke — Testing regression models: A strong martingale approach
  • André Dabrowski and Herold Dehling — Conditional distribution of the H-coefficient in nonparametric unfolding models
  • Kilani Ghoudi and Bruno Rémillard — Empirical processes based on pseudo-observations II: The multivariate case
  • Applications to economics
  • Itsván Berkes, Lajos Horváth and Piotr Kokoszka — Probabilistic and statistical properties of GARCH processes
  • Reg Kulperger — Stochastic finance: Discrete time processes and risk neutral pricing
  • Don McLeish — Estimating the correlation of processes using extreme values
  • Hao Yu — Analyzing residual processes of (G)ARCH time series models
  • Self-normalized partial sums processes
  • Miklós Csörgő, Barbara Szyszkowicz and Qiying Wang — On weighted approximations and strong limit theorems for self-normalized partial sums processes
  • Qiying Wang — On Darling-Erdős type theorems for self-normalized sums
Review Copy – for publishers of book reviews
Accessibility – to request an alternate format of an AMS title
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