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Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables
 
Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables
eBook ISBN:  978-1-4704-0547-2
Product Code:  MEMO/2/161.E
List Price: $30.00
MAA Member Price: $27.00
AMS Member Price: $18.00
Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables
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Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables
eBook ISBN:  978-1-4704-0547-2
Product Code:  MEMO/2/161.E
List Price: $30.00
MAA Member Price: $27.00
AMS Member Price: $18.00
  • Book Details
     
     
    Memoirs of the American Mathematical Society
    Volume: 21975; 140 pp
    MSC: Primary 60; Secondary 11; 42
  • Table of Contents
     
     
    • Chapters
    • 1. Introduction
    • 2. Description of the method
    • 3. Lacunary trigonometric series with unweighted summands
    • 4. Stationary $\phi $-mixing sequences
    • 5. Gaussian sequences
    • 6. Lacunary trigonometric series with weights
    • 7. Functions of strongly mixing random variables
    • 8. Nonstationary mixing sequences
    • 9. A refinement of the Shannon-McMillan-Breiman theorem
    • 10. Markov sequences
    • 11. Retarded asymptotic martingale difference sequences
    • 12. Continuous parameter stochastic processes
    • Appendix I. The Gaal-Koksma strong law of large numbers
    • Appendix I. An example
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Permission – for use of book, eBook, or Journal content
    Accessibility – to request an alternate format of an AMS title
Volume: 21975; 140 pp
MSC: Primary 60; Secondary 11; 42
  • Chapters
  • 1. Introduction
  • 2. Description of the method
  • 3. Lacunary trigonometric series with unweighted summands
  • 4. Stationary $\phi $-mixing sequences
  • 5. Gaussian sequences
  • 6. Lacunary trigonometric series with weights
  • 7. Functions of strongly mixing random variables
  • 8. Nonstationary mixing sequences
  • 9. A refinement of the Shannon-McMillan-Breiman theorem
  • 10. Markov sequences
  • 11. Retarded asymptotic martingale difference sequences
  • 12. Continuous parameter stochastic processes
  • Appendix I. The Gaal-Koksma strong law of large numbers
  • Appendix I. An example
Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.