Invariance Principles - NSTP125
|
|
|
||
Last update: T_KPMS (14.05.2003)
|
|
||
Last update: T_KPMS (22.05.2008)
To teach and explain theory of convergence of random processes, especially in functional spaces C([0,1]) and D([0,1]). |
|
||
Last update: RNDr. Pavel Zakouřil, Ph.D. (05.08.2002)
Štěpán J.: Teorie pravděpodobnosti. Matematické základy. Academia, Praha 1987
Neveu J.: Dicrete Parameter Martingales. North Holland, Amsterodam 1975 |
|
||
Last update: G_M (27.05.2008)
Lecture. |
|
||
Last update: T_KPMS (14.05.2003)
Probability measures on metric spaces.
Invariance principles and their applications. |