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Limit theorems for associated fields and related systems. (English) Zbl 1154.60037
Advanced Series on Statistical Science & Applied Probability 10. Hackensack, NJ: World Scientific (ISBN 978-981-270-940-0/hbk; 978-981-270-941-7/ebook). x, 436 p. (2007).
The goal of this book is to introduce the reader to the vast area of recent progress in a number of classical limit theorems (such a central limit theorem, string law of large numbers, law of the iterated logarithm, functional law of the iterated logarithm, weak and strong invariance principle, etc) for the associated random fields and related stochastic sytems. Some statistical applications of limit theorems are also provided as well as applications to the study of integral functionals (such as a solutions of PDE with random data) of associated random fields. Both specialists in the theory of random fields and scientists working in related areas that utilize this theory will no doubt find a great deal of new and useful information in this book.

MSC:
60G60 Random fields
60F05 Central limit and other weak theorems
60G57 Random measures
60B10 Convergence of probability measures
60F15 Strong limit theorems
60F17 Functional limit theorems; invariance principles
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