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Asymptotic Theory in Probability and Statistics with Applications

Tze Leung Lai, Lianfen Qian, Qi-Man Shao

Abstract

This work presents a collection of 18 papers, many of which are surveys, on asymptotic theory in probability and statistics, with applications to a wide variety of problems. This volume comprises three parts: limit theorems, statistics and applications, and mathematical finance and insurance. It is intended for graduate students in probability and statistics, and for researchers in related areas.

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Key concepts: Applied probability, Probability and statistics, Mathematical statistics, Probability theory, Variety (cybernetics), Statistics, Limit (mathematics), Asymptotic analysis