Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche |
Autore | Lerche, Hans R. |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1986 |
Descrizione fisica | v, 143 p. ; 24 cm |
Soggetto topico |
60J65 - Brownian motion [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 62-XX - Statistics [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] 62L10 - Sequential statistical analysis [MSC 2020] |
Soggetto non controllato |
Approximation
Brownian Motion Construction Derivation Distribution Equations Functions Fusion Law of the iterated logarithm Likelihood Logarithms Models Statistics Themes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268853 |
Lerche, Hans R. | ||
New York, : Springer-Verlag, 1986 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche |
Autore | Lerche, Hans R. |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1986 |
Descrizione fisica | v, 143 p. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 60J65 - Brownian motion [MSC 2020] 62-XX - Statistics [MSC 2020] 62L10 - Sequential statistical analysis [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] |
Soggetto non controllato |
Approximation
Brownian Motion Construction Derivation Distribution Equations Functions Fusion Law of the iterated logarithm Likelihood Logarithms Models Statistics Themes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00268853 |
Lerche, Hans R. | ||
New York, : Springer-Verlag, 1986 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Limit theorems for multi-indexed sums of random variables / Oleg Klesov |
Autore | Klesov, Oleg |
Pubbl/distr/stampa | Berlin, : Springer, 2014 |
Descrizione fisica | XVIII, 483 p. : ill. ; 24 cm |
Soggetto topico |
60Exx - Distribution theory [MSC 2020]
60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Almost sure convergence
Law of the iterated logarithm Limit theorems of probability theory Multiple sums Strong law of large numbers |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0104260 |
Klesov, Oleg | ||
Berlin, : Springer, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Limit theorems for multi-indexed sums of random variables / Oleg Klesov |
Autore | Klesov, Oleg |
Pubbl/distr/stampa | Berlin, : Springer, 2014 |
Descrizione fisica | XVIII, 483 p. : ill. ; 24 cm |
Soggetto topico |
60Exx - Distribution theory [MSC 2020]
60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Almost sure convergence
Law of the iterated logarithm Limit theorems of probability theory Multiple sums Strong law of large numbers |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00104260 |
Klesov, Oleg | ||
Berlin, : Springer, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Probability in Banach Spaces 4. : Proceedings of the Seminar Held in Oberwolfach, FRG, July 1982 / Edited by A. Beck and Konrad Jacobs |
Pubbl/distr/stampa | Berlin, : Springer, 1983 |
Descrizione fisica | CCXLIV, 238 p. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00Bxx - Conference proceedings and collections of articles [MSC 2020] |
Soggetto non controllato |
Bernoulli processes
Gaussian measures Gaussian processes Law of the iterated logarithm Martingales Probability Random variables Spaces Variance |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0263003 |
Berlin, : Springer, 1983 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Probability in Banach Spaces 4. : Proceedings of the Seminar Held in Oberwolfach, FRG, July 1982 / Edited by A. Beck and Konrad Jacobs |
Pubbl/distr/stampa | Berlin, : Springer, 1983 |
Descrizione fisica | CCXLIV, 238 p. ; 24 cm |
Soggetto topico |
00Bxx - Conference proceedings and collections of articles [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
Soggetto non controllato |
Bernoulli processes
Gaussian measures Gaussian processes Law of the iterated logarithm Martingales Probability Random variables Spaces Variance |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00263003 |
Berlin, : Springer, 1983 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Probability-2 / Albert N. Shiryaev ; translated by R. P. Boas and D. M. Chibisov |
Autore | Shiryaev, Albert N. |
Edizione | [3. ed] |
Pubbl/distr/stampa | New York, : Springer, 2019 |
Descrizione fisica | x, 348 p. ; 24 cm |
Soggetto topico |
60Jxx - Markov processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] 60Axx - Foundations of probability theory [MSC 2020] 60Exx - Distribution theory [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Convergence of series
Discrete time processes Financial Engineering Financial mathematics Law of the iterated logarithm Markov Chains Martingales Probability Theory Probability textbook Random processes Random sequences Stationary random sequences Strong laws of large numbers Sums of independent random variables Zero-one laws |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0127261 |
Shiryaev, Albert N. | ||
New York, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Probability-2 / Albert N. Shiryaev ; translated by R. P. Boas and D. M. Chibisov |
Autore | Shiryaev, Albert N. |
Edizione | [3. ed] |
Pubbl/distr/stampa | New York, : Springer, 2019 |
Descrizione fisica | x, 348 p. ; 24 cm |
Soggetto topico |
60Axx - Foundations of probability theory [MSC 2020]
60Exx - Distribution theory [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60Jxx - Markov processes [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] |
Soggetto non controllato |
Convergence of series
Discrete time processes Financial Engineering Financial mathematics Law of the iterated logarithm Markov Chains Martingales Probability Theory Probability textbook Random processes Random sequences Stationary random sequences Strong laws of large numbers Sums of independent random variables Zero-one laws |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00127261 |
Shiryaev, Albert N. | ||
New York, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Séminaire de probabilités 41. / Catherine Donati-Martin ... [et al.] |
Pubbl/distr/stampa | Berlin, : Springer, 2008 |
Descrizione fisica | IX, 462 p. ; 24 cm |
Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
Soggetto non controllato |
Brownian Motions
Càdlàg Financial probability Fractional Brownian motion Law of the iterated logarithm Local martingale Local time Lévy processes Markov Kernel Markov additive process Martingales Matrix theory Quadratic variation Random Walks Stochastic processes |
ISBN | 978-35-407-7912-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0065634 |
Berlin, : Springer, 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Séminaire de probabilités 41. / Catherine Donati-Martin ... [et al.] |
Pubbl/distr/stampa | Berlin, : Springer, 2008 |
Descrizione fisica | IX, 462 p. ; 24 cm |
Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
Soggetto non controllato |
Brownian Motions
Càdlàg Financial probability Fractional Brownian motion Law of the iterated logarithm Local martingale Local time Lévy processes Markov Kernel Markov additive process Martingales Matrix theory Quadratic variation Random Walks Stochastic processes |
ISBN | 978-35-407-7912-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00065634 |
Berlin, : Springer, 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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