Asymptotic Laws and Methods in Stochastics A Volume in Honour of Mikls CsrgQ [Paperback]

This book contains articles arising from a conference in honour of mathematician-statistician Miklys Cs?rgQ on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts.

The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent?time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Cs?rgQs list of publications during more than 50 years, since 1962.

Preface.- Weak Convergence of Self-normalized Sums Processes (M. Cs?rgQ, Z. Hu).- Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables (D. Deng, Z. Hu).- The Self-normalized Asymptotic Results for Linear Processes (M. Peligrad, H. Sang).- Some results and problems for anisotropic random walk on the plane (E. Cs?ki, A. F?ldes, P. R?v?sz).- On the Area of the Largest Square Covered by a Comb-Random-Walk (P. R?v?sz).- A Compensator Characterization of Planar Point Processes (G. Ivanoff).- Central Limit Theorem Related to MDR-method (A. Bulinski).- An Extension of a Theorem of Hechner and Heinkel (D. Li, Y. Qi, A. Rosalsky).- Quenched Invariance Principles via Martingale Approximation (M. Peligrad).- An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q. Wang).- Change Point Detection with Stable AR(1) Errors?(A. Bazarova, I. Berkes, L. Horvath).- Change-point Detection Under Dependence Based on Two-sample U-statistics (H. Dehling, R. Fried, I. Garcia, M. Wendler).- Time Series Models in Change Point DeteclÓh