LEADER 01413nam a22003131i 4500 001 991001232029707536 008 050927s2002 it | | ||||||lat|| 020 $a8824011098 035 $ab13340438-39ule_inst 040 $aBiblioteca Interfacoltà$bita 041 1 $aitalat 082 04$a686.20945 100 1 $aSorbelli, Albano$075524 245 10$aCorpus chartarum ad rem typographicam pertinentium ab arte inventa ad ann. 1550 /$cAlbano Sorbelli 260 $aRoma :$bIstituto poligrafico e zecca dello Stato, Libreria dello Stato,$c2004 300 $av. ;$c30 cm. 440 0$aIndici e cataloghi. N.S. ;$v16 500 $aIn testa alla cop.: Ministero per i beni e le attività culturali 505 $g1.:$tBologna / Albano Sorbelli ; a cura di Maria Gioa Tavoni ; con la collaborazione di Federica Rossi e Paolo Temeroli ; premessa di Anna Maria Giorgetti Vichi.$g- 2004. - 482 p. 700 1 $aRossi, Federica 700 1 $aTemeroli, Paolo 700 1 $aMaria Gioia 907 $a.b13340438$b02-04-14$c27-09-05 912 $a991001232029707536 945 $aLE002 SB 686.20945 SOR 945 $aLE002 Bibl. IX C 49$cv. 1 $g1$i2002000407276 $lle002$op$pE150.00$q-$rn$so $t0$u0$v0$w0$x0$y.i14130117$z27-09-05 996 $aCorpus chartarum ad rem typographicam pertinentium ab arte inventa ad ann. 1550$91092402 997 $aUNISALENTO 998 $ale002$b27-09-05$cm$da $e-$fita$git $h0$i0 LEADER 03979nam 22006015 450 001 9910254281603321 005 20220411234921.0 010 $a3-662-54323-0 024 7 $a10.1007/978-3-662-54323-8 035 $a(CKB)3710000001176705 035 $a(DE-He213)978-3-662-54323-8 035 $a(MiAaPQ)EBC4841631 035 $a(PPN)200510177 035 $a(EXLCZ)993710000001176705 100 $a20170413d2017 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aAsymptotic theory of weakly dependent random processes /$fby Emmanuel Rio 205 $a1st ed. 2017. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2017. 215 $a1 online resource (XVIII, 204 p.) 225 1 $aProbability Theory and Stochastic Modelling,$x2199-3130 ;$v80 311 $a3-662-54322-2 320 $aIncludes bibliographical references and index. 327 $aIntroduction -- 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. 330 $aPresenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for sequences of random variables that are strongly mixing in the sense of Rosenblatt, or absolutely regular. The first chapter introduces covariance inequalities under strong mixing or absolute regularity. These covariance inequalities are applied in Chapters 2, 3 and 4 to moment inequalities, rates of convergence in the strong law, and central limit theorems. Chapter 5 concerns coupling. In Chapter 6 new deviation inequalities and new moment inequalities for partial sums via the coupling lemmas of Chapter 5 are derived and applied to the bounded law of the iterated logarithm. Chapters 7 and 8 deal with the theory of empirical processes under weak dependence. Lastly, Chapter 9 describes links between ergodicity, return times and rates of mixing in the case of irreducible Markov chains. Each chapter ends with a set of exercises. The book is an updated and extended translation of the French edition entitled "Théorie asymptotique des processus aléatoires faiblement dépendants" (Springer, 2000). It will be useful for students and researchers in mathematical statistics, econometrics, probability theory and dynamical systems who are interested in weakly dependent processes. 410 0$aProbability Theory and Stochastic Modelling,$x2199-3130 ;$v80 606 $aProbabilities 606 $aDynamics 606 $aErgodic theory 606 $aGame theory 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aDynamical Systems and Ergodic Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/M1204X 606 $aGame Theory, Economics, Social and Behav. Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13011 615 0$aProbabilities. 615 0$aDynamics. 615 0$aErgodic theory. 615 0$aGame theory. 615 14$aProbability Theory and Stochastic Processes. 615 24$aDynamical Systems and Ergodic Theory. 615 24$aGame Theory, Economics, Social and Behav. Sciences. 676 $a519.6 700 $aRio$b Emmanuel$4aut$4http://id.loc.gov/vocabulary/relators/aut$0755641 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910254281603321 996 $aThéorie asymptotique des processus aléatoires faiblement dépendants$92493943 997 $aUNINA