Asymptotic Methods in Probability and Statistics : A Volume in Honor of Miklós Csörgo

by Szyszkowicz, Barbara

• ISBN13: 9780444500830
• ISBN10: 0444500839
• eBook ISBN(s): 9780080499529, 9780444500830
• Format: Hardcover
• Copyright: 1998-10-01
• Publisher: Elsevier Science Ltd
• More Book Details
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Summary

One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós CsörgQ a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97. This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.

Table of Contents

Preface	p. vii
List of Contributors	p. xxiii
Limit Theorems for Variously Mixing and Quasi-Associated Random Variables
Renyi-mixing of occupation times	p. 3
Limit theorems for maximal random sums	p. 13
Limit theorems for partial sums of quasi-associated random variables	p. 31
On the central limit theorem for triangular arrays of [open phi]-mixing sequences	p. 49
Central Limit Theorems for Logarithmic Averages
Results and problems related to the pointwise central limit theorem	p. 59
On two ergodic properties of self-similar processes	p. 97
Strong Approximations, Weighted Approximations
Jump diffusion approximation for a Markovian transport model	p. 115
On the local oscillations of empirical and quantile processes	p. 127
Strong approximations in queueing theory	p. 135
Applications of weighted approximations via quantile inequalities	p. 151
Empirical Distributions and Processes
Empirical processes based on pseudo-observations	p. 171
A uniform Marcinkiewicz-Zygmund strong law of large numbers for empirical processes	p. 199
On the comparison of theoretical and empirical distribution functions	p. 213
Iterated Random Walks
A random walk on a random walk path	p. 235
Long excursions and iterated processes	p. 243
Fine Analytic Path Behavior of the Oscillations of Stochastic Processes
Integral tests for some processes related to Brownian motion	p. 253
A lim inf result for the Brownian motion	p. 281
On the increments of l[superscript 8]-valued Gaussian processes	p. 293
A note on how small are the increments of a fractional Wiener process	p. 303
On a conjecture of Revesz and its analogue for renewal processes	p. 311
Asymptotic results for self-similar Markov processes	p. 323
Multiparameter Stochastic Processes
On Strassen's version of the law of the iterated logarithm for the two-parameter Wiener process	p. 343
A maximal inequality and tightness for multiparameter stochastic processes	p. 359
Results Related to Studies of Local Time and Hitting Times of Bessel Processes. a Cautionary Note on Limiting Sigma-Algebras
On asymptotic independence of partial sums	p. 373
Limiting sigma-algebras--some counterexamples	p. 383
Convergence in law and convergence of moments: an example related to Bessel processes	p. 387
Large Deviations, Small Ball Problems, Self Normalization
Analytic aspects of multilevel large deviations	p. 401
Large deviation upper bound and its application to measure valued processes	p. 441
Gaussian measure of a small ball and capacity in Wiener space	p. 453
Recent developments on self-normalized limit theorems	p. 467
Stochastic Bifurcation
On the time and direction of stochastic bifurcation	p. 483
Change-Point Analysis, U-Statistics, Non-Smooth Functions, Comparison Distributions
Change point tests for randomly censored data	p. 503
Weighted approximations of parameters-estimated empirical processes and changepoint analysis	p. 515
The application of change point tests to data occurring in fair hiring cases	p. 551
Parameter estimated standardized U-statistics	p. 563
Remarks on test procedures for gradual changes	p. 577
Tests for constancy of a mean	p. 585
Non-parametric models for non-smooth functions	p. 595
Statistical methods mining, two sample data analysis, comparison distributions, and quantile limit theorems	p. 611
Empirical Reliability, Survival Analysis
On the Cox regression	p. 621
Some further results on the limiting proportion of types	p. 639
Estimation of percentile residual lifetime processes for stationary observations	p. 647
The Vervaat process	p. 667
Gaussian Bootstrap, Monte Carlo Simulation
A Gaussian bootstrap approach to estimation and tests	p. 697
Tabulating weighted sup-norm functionals of Brownian bridges via Monte Carlo simulation	p. 707
Autoregressive and Moving Average Schemes
Upper and lower bounds for the tail of the invariant distribution of some AR(1) processes	p. 723
Non Gaussian autoregressive and moving average schemes	p. 731
Nonparametric Curve Estimations, Regression Diagnostics
A regression residual process	p. 741
A note on nonparametric estimations	p. 759
Convergence rates for maximal score estimators in binary response regressions	p. 775
Testing Statistical Hypotheses
Applications of Hamming distance to the analysis of block designs	p. 787
Bayesian sequential and fixed sample testing of multihypotheses	p. 801
Vanishing shortcoming of data driven Neyman's tests	p. 811
Tail Index Estimation, Order Statistics of Order Statistics
Estimating the tail index	p. 833
Stability criteria for order statistics of order statistics	p. 883
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