1.

Record Nr.

UNISALENTO991001707079707536

Autore

Schmidt, Peter Lebrecht

Titolo

Die Abfassungszeit von Ciceros Schrift über die Gesetze

Pubbl/distr/stampa

Roma : Centro di studi ciceroniani, 1969

Descrizione fisica

300 p. ; 24 cm.

Collana

Collana di studi ciceroniani ; 4

Disciplina

878.01

Soggetti

Cicerone, Marco Tullio. De legibus

Cicerone, Marco Tullio. De legibus

Lingua di pubblicazione

Tedesco

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910254281603321

Autore

Rio Emmanuel

Titolo

Asymptotic theory of weakly dependent random processes / / by Emmanuel Rio

Pubbl/distr/stampa

Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2017

ISBN

3-662-54323-0

Edizione

[1st ed. 2017.]

Descrizione fisica

1 online resource (XVIII, 204 p.)

Collana

Probability Theory and Stochastic Modelling, , 2199-3130 ; ; 80

Disciplina

519.6

Soggetti

Probabilities

Dynamics

Ergodic theory

Game theory

Probability Theory and Stochastic Processes

Dynamical Systems and Ergodic Theory

Game Theory, Economics, Social and Behav. Sciences

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia



Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Introduction -- Variance of partial sums -- Algebraic moments. Elementary exponential inequalities -- Maximal inequalities and strong laws -- Central limit theorems -- Coupling and mixing -- Fuk-Nagaev inequalities, applications -- Empirical distribution functions -- Empirical processes indexed by classes of functions -- Irreducible Markov chains -- Appendices -- References -- Index.

Sommario/riassunto

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 inequalities under strong mixing or absolute regularity. These covariance inequalities are applied in Chapters 2, 3 and 4 to moment inequalities, rates of convergence in the strong law, and central limit theorems. Chapter 5 concerns coupling. In Chapter 6 new deviation inequalities and new moment inequalities for partial sums via the coupling lemmas of Chapter 5 are derived and applied to the bounded law of the iterated logarithm. Chapters 7 and 8 deal with the theory of empirical processes under weak dependence. Lastly, Chapter 9 describes links between ergodicity, return times and rates of mixing in the case of irreducible Markov chains. Each chapter ends with a set of exercises. The book is an updated and extended translation of the French edition entitled "Théorie asymptotique des processus aléatoires faiblement dépendants" (Springer, 2000). It will be useful for students and researchers in mathematical statistics, econometrics, probability theory and dynamical systems who are interested in weakly dependent processes.