One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97.
This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.
Preface. List of Contributors. Part 1: Limit Theorems for variously mixing and quasi-associated random variables. Rényi-mixing of occupation times (S. Csörgo). Limit theorems for maximal random sums (P. Kowalski, Z. Rychlik). Limit theorems for partial sums of quasi-associated random variables (T.M. Lewis). On the central limit theorem for triangular arrays of &fgr;-mixing sequences (M. Peligrad). Part 2: Central limit theorems for logarithmic averages. Results and problems related to the pointwise central limit theorem (I. Berkes). On two ergodic properties of self-similar processes (E. Csáki, A. Földes). Part 3: Strong approximations, weighted approximations. Jump diffusion approximation for a Markovian transport model (A.R. Dabrowski, H. Dehling). On the local oscillations of emperical and quantile processes (P. Deheuvels). Strong approximations in queueing theory (P.W. Glynn). Applications of weighted approximations via quantile inequalities (G.R. Shorack). Part 4: Emperical distributions and processes. Emperical processes based on pseudo-observations (K. Ghoudi, B. Remillard). A uniform Marcinkiewicz-Zygmund strong law of large numbers for emperical processes (P. Massart, E. Rio). On the comparison of theoretical and emperical distribution functions (L. Takács). Part 5: Iterated random walks. A random walk on a random walk path (K. Grill). Long excursions and iterated processes (P. Révész). Part 6: Fine analytic path behaviour of the oscillations of stochastic processes. Integral tests for some processes related to Brownian motion (S. Keprta). A lim inf result for the Brownian motion (W.V. Li). On the increments of l8-valued Gaussian processes (Z.Y. Lin, Y.C. Qin). A note on how small are the incrementals of a fractal Wiener process (C.-R. Lu, H. Yu). On a conjecture of Révész and it
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- © North Holland 1998
- 29th October 1998
- North Holland
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Carleton University, Dept. of Mathematics and Statistics, Ottawa, Canada