Limit Theorems for Multi-Indexed Sums of Random Variables by Oleg Klesov
Applications of the described theory include Gibbs fields, spin glasses, polymer models, image analysis and random shapes.Limit theorems form the backbone of probability theory and statistical theory alike.-
Foundations of Modern Probability
-
Probabilistic Theory of Mean Field Games with Applications I
-
Geometry of Level Sets of Random Fields, Kac–Rice Formulas, Hermite Expansions and Applications
-
Dynamics on Graphs
-
Hybrid Switching Diffusions
-
Nonlinear Expectations and Stochastic Calculus under Uncertainty
-
Probability on Compact Lie Groups
-
Measure-Valued Branching Markov Processes
-
Pseudo-Regularly Varying Functions and Generalized Renewal Processes
-
Stochastic Disorder Problems
-
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
-
Analysis and Approximation of Rare Events
-
Random Ordinary Differential Equations and Their Numerical Solution
-
Stochastic Evolution Systems
-
Ambit Stochastics
-
Mathematical Control Theory for Stochastic Partial Differential Equations
-
Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
-
Lectures on Monte Carlo Theory
-
Stochastic Control Theory
-
Random Measures, Theory and Applications
-
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
-
Random Walks in the Quarter Plane
-
Stochastic Flows and Jump-Diffusions
-
Stochastic Multi-Stage Optimization
-
The Quasispecies Equation and Classical Population Models
-
Asymptotic Theory of Weakly Dependent Random Processes
-
Stable Convergence and Stable Limit Theorems
-
Stochastic Integration in Banach Spaces
-
Continuous-Time Markov Decision Processes
-
Dynamic Markov Bridges and Market Microstructure
-
Markov Renewal and Piecewise Deterministic Processes
“The book is well written and mathematically rigorous… To date there is no book like the present one. All of the important results on multiple sums are scattered throughout the literature. … In summary, this is a useful book for a researcher in probability theory and mathematical statistics. It is very carefully written and collects results which are not easy to find in the literature or which had been even forgotten.” (Nikolai N. Leonenko, zbMATH 1318.60005, 2015)
Oleg Klesov graduated from Kiev Shevchenko University in 1977 and obtained his PhD in 1979, followed by his habilitation in 2001. He is currently Professor at the National Technical University of Ukraine Kyiv Polytechnic Institute. During his academic career, he has held several positions as Invited Professor at Lublin (Poland), Debrecen (Hungary), Marburg, Koeln, Paderborn (Germany), Gainesville (USA), Cergy Pontoise (France), and Lakehead (Canada). His main scientific interests are in probability theory, stochastic processes and real analysis.
| SKU | Unavailable |
| ISBN 13 | 9783662443873 |
| ISBN 10 | 3662443872 |
| Title | Limit Theorems for Multi-Indexed Sums of Random Variables |
| Author | Oleg Klesov |
| Series | Probability Theory And Stochastic Modelling |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer |
| Year published | 2014-10-24 |
| Number of pages | 483 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |