{"product_id":"9789814447713","title":"Weak Convergence And Its Applications","description":"\u003cp\u003eWeak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory.\u003c\/p\u003e\u003cb\u003eContents:\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003e\u003cb\u003e\u003ci\u003eThe Definition and Basic Properties of Weak Convergence:\u003c\/i\u003e\u003c\/b\u003e\u003c\/li\u003e\n\u003cul\u003e\n\u003cli\u003eMetric Space\u003c\/li\u003e\n\u003cli\u003eThe Definition of Weak Convergence of Stochastic Processes and Portmanteau Theorem\u003c\/li\u003e\n\u003cli\u003eHow to Verify the Weak Convergence?\u003c\/li\u003e\n\u003cli\u003eTwo Examples of Applications of Weak Convergence\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cli\u003e\u003cb\u003e\u003ci\u003eConvergence to the Independent Increment Processes:\u003c\/i\u003e\u003c\/b\u003e\u003c\/li\u003e\n\u003cul\u003e\n\u003cli\u003eThe Basic Conditions of Convergence to the Gaussian Independent Increment Processes\u003c\/li\u003e\n\u003cli\u003eDonsker Invariance Principle\u003c\/li\u003e\n\u003cli\u003eConvergence of Poisson Point Processes\u003c\/li\u003e\n\u003cli\u003eTwo Examples of Applications of Point Process Method\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cli\u003e\u003cb\u003e\u003ci\u003eConvergence to Semimartingales:\u003c\/i\u003e\u003c\/b\u003e\u003c\/li\u003e\n\u003cul\u003e\n\u003cli\u003eThe Conditions of Tightness for Semimartingale Sequence\u003c\/li\u003e\n\u003cli\u003eWeak Convergence to Semimartingale\u003c\/li\u003e\n\u003cli\u003eWeak Convergence to Stochastic Integral I: The Martingale Convergence Approach\u003c\/li\u003e\n\u003cli\u003eWeak Convergence to Stochastic Integral II: Kurtz and Protter's Approach\u003c\/li\u003e\n\u003cli\u003eStable Central Limit Theorem for Semimartingales\u003c\/li\u003e\n\u003cli\u003eAn Application to Stochastic Differential Equations\u003c\/li\u003e\n\u003cli\u003eAppendix: The Predictable Characteristics of Semimartingales\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cli\u003e\u003cb\u003e\u003ci\u003eConvergence of Empirical Processes:\u003c\/i\u003e\u003c\/b\u003e\u003c\/li\u003e\n\u003cul\u003e\n\u003cli\u003eClassical Weak Convergence of Empirical Processes\u003c\/li\u003e\n\u003cli\u003eWeak Convergence of Marked Empirical Processes\u003c\/li\u003e\n\u003cli\u003eWeak Convergence of Function Index Empirical Processes\u003c\/li\u003e\n\u003cli\u003eWeak Convergence of Empirical Processes Involving Time-Dependent data\u003c\/li\u003e\n\u003cli\u003eTwo Examples of Applications in Statistics\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/ul\u003e\u003cbr\u003e\u003cb\u003eReadership:\u003c\/b\u003e Graduate students and researchers in probability \u0026amp; statistics and econometrics.\u003cbr\u003e","brand":"World Scientific Publishing Company, Incorporated","offers":[{"title":"Default Title","offer_id":47143741128944,"sku":"9789814447713","price":38.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789814447713_p0.jpg?v=1763690874","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789814447713","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}