Rövidített megjelenítés

dc.contributorBudapest University of Technology and Economicsen_EN
dc.creatorBálint Tóthen_EN
dc.date2011-06-30en_EN
dc.date.accessioned2019-08-08T13:07:23Z
dc.date.available2019-08-08T13:07:23Z
dc.identifierISBN: 978-963-279-454-9en_EN
dc.identifier.urihttp://dtk.tankonyvtar.hu/xmlui/handle/123456789/7621
dc.descriptionThis course is taught regularly for those MSc students of mathematics at TU Budapest who chose stochastics as topics of specialization. It is assumed that students have a solid background in probability theory (with measure theoretic foundations) and analysis. The following material covers: ergodic theorems (von Neumann's and Birkhoff's); limit theorems “with bare hands”: Levy's arcsine laws, sojourn time and local time of 1d random walk; the method of moments with applications; the method of characteristic functions: Lindeberg's theorem with applications, Erdős–Kac theorem (CLT for the number of prime divisors), various other applications; stable laws and stable limits with applications; infinitely divisible distributions, Lévy–Khinchin formula and elements of Lévy processes. With lots of problems for solution and applications.en_EN
dc.formatapplication/pdfen_EN
dc.languageenen_EN
dc.publisherTypotex Kiadóen_EN
dc.rightsBálint Tóthen_EN
dc.rightsBudapest University of Technology and Economicsen_EN
dc.sourceKönyv formában nem jelent meg [ISBN: 978-963-279-454-9]en_EN
dc.subjectErgodic theoremsen_EN
dc.subjectlimit theoremsen_EN
dc.subjectcharacteristic functionsen_EN
dc.subjectLindeberg's theoremen_EN
dc.subjectErdős–Kac theoremen_EN
dc.subjectstable lawsen_EN
dc.subjectinfinitely divisible distributionsen_EN
dc.subjectLévy–Khinchin formula.en_EN
dc.titleLimit Theorems of Probability Theoryen_EN
dc.typetexten_EN
dtk.firNatural Scienceen_EN
dtk.oecd01. Natural sciences::01.01. Mathematicsen_EN
dtk.playerpdfplayeren_EN
dtk.purchaseTÁMOP-4.1.2-08/2/A/KMR-2009-0027 Budapesti Műszaki és Gazdaságtudományi Egyetemen_EN
dtk.size96 pen_EN
dtk.typebooken_EN
dtk.udc---- MAIN TABLES::0 SCIENCE AND KNOWLEDGE. ORGANIZATION. COMPUTER SCIENCE. INFORMATION. DOCUMENTATION. LIBRARIANSHIP. INSTITUTIONS. PUBLICATIONS::005 Management::51 Mathematicsen_EN


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