UNIVERSAL THEORY FOR STRONG LIMIT THEOREMS OF PROBABILITY

UNIVERSAL THEORY FOR STRONG LIMIT THEOREMS OF PROBABILITY

Autor: Andrei N Frolov
Editorial: World Scientific Publishing Company
Fecha de publicación: 2019
ISBN: 9789811212826

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This is the first book which the universal approach to strong laws of probability is discussed in. The universal theories are described for three important objects of probability theory: sums of independent random variables, processes with independent increments and renewal processes. Further generalizations are mentioned. Besides strong laws, large deviations are of independent interest. The case of infinite variations is considered as well. Readers can examine appropriate techniques and methods. Optimality of conditions is discussed.

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