By Victor H. Peña,Tze Leung Lai,Qi-Man Shao
The current quantity covers fresh advancements within the zone, together with self-normalized huge and reasonable deviations, and legislation of the iterated logarithms for self-normalized martingales. this is often the 1st e-book that systematically treats the speculation and functions of self-normalization.
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Extra resources for Self-Normalized Processes (Probability and Its Applications)
Self-Normalized Processes (Probability and Its Applications) by Victor H. Peña,Tze Leung Lai,Qi-Man Shao