Asymptotic Theory of Weakly Dependent Random Processes

• Main Author: Rio, Emmanuel (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2017.
• Series: Probability Theory and Stochastic Modelling, 80
• Subjects: Mathematics.; Dynamics.; Ergodic theory.; Game theory.; Probabilities.; Probability Theory and Stochastic Processes.; Dynamical Systems and Ergodic Theory.; Game Theory, Economics, Social and Behav. Sciences.

Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for sequences of random variables that are strongly mixing in the sense of Rosenblatt, or absolutely regular. The first chapter introduces covariance ine...