Author : Valerii Buldygin
Publisher : LAP Lambert Academic Publishing
ISBN 13 : 9783659536588
Total Pages : 168 pages
Book Rating : 4.5/5 (365 download)
Book Synopsis Sums Whose Terms are Elements of Linear Random Regression Sequences by : Valerii Buldygin
Download or read book Sums Whose Terms are Elements of Linear Random Regression Sequences written by Valerii Buldygin and published by LAP Lambert Academic Publishing. This book was released on 2014-06-05 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: One-dimensional and multi-dimensional linear regression sequences, sequences of partial sums, and series whose terms are elements of regression sequences appear as mathematical models in different fields of modern science. Their various applications in physics, economics, biology, cybernetics, actuary and financial mathematics motivate further study of the topic. In this book, we study the asymptotic behaviour of sequences of sums whose terms are elements of one-dimensional and multi-dimensional linear regressions with independent and symmetric noise. In particular, a great attention is paid to conditions which provide the almost sure convergence of series with regression terms. These problems are considered in both finite-dimensional and separable Banach spaces. This book is a result of joint successful work by Dr. Prof. V. Buldygin and Dr. M. Runovska.