Asymptotic Methods in Stochastics

This volume, honoring over forty years of Miklos Csorgo's work in probability and statistics, reflects the state of current research. It offers a comprehensive collection of surveys introducing new results with complete proofs and expository papers giving an historic overview. Contributions were made by an international group of experts.The book covers the following topics: path properties of stochastic processes, probability theory with applications, complete convergence of renewal counting processes and bootstrap means, weak convergence of random size sums, almost sure stability of weighted maxima, procedures for detecting changes in statistical models, statistical inference via conditional quantiles, cumulative sums, multinomial samples, empirical processes, applications to economics, and self-normalized partial sums processes. The section, 'Applications to Economics', deals primarily with applications of stochastics to financial time series models. The book is suitable for graduate students and researchers interested in probability theory, stochastic processes, mathematical statistics, and applications of these mathematical/statistical sciences.