This is a preview. Log in through your library . Abstract Limit theorems for functions of stationary mean-zero Gaussian sequences of vectors satisfying long range dependence conditions are considered.

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian ...

Random fields provide a versatile mathematical framework to describe spatially dependent phenomena, ranging from physical systems and quantum chaos to cosmology and spatial statistics. Underpinning ...

For four decades, a quiet boundary in pure mathematics kept a powerful theorem locked inside the safe world of finite quantities. Now a new result known as Sebestyen’s theorem has pushed that boundary ...

Random walks constitute one of the cornerstone concepts in probability theory and statistical physics, representing a class of stochastic processes in which a moving entity takes successive steps in ...

We start by embedding probability theory into a general theory of measure and integration. This will allow us to derive theorems that may not have been included in the Analysis III course but that are ...