3
votes
10answers
2k views

Best introduction to probability spaces, convergence, spectral analysis

I'm not sure if this stuff all falls under what most would just term "probability", but I'm researching applied macroeconomics and need to get a handle on the following concepts ASAP: probability ...
4
votes
0answers
1k views

Good textbooks on probability and/or stochastic processes, emphasizing simulation

Any recommendations for textbooks on probability and/or stochastic processes that emphasize simulation? I'll be teaching this course in the Fall.
3
votes
4answers
336 views

CLT for stationary sequences with infinte variance

There is a well-known central limit theorem for as a stationary sequences. If $( X_n )_n$ is a sationary sequence and $E X_n=0$ then under suitable mixing conditions the sequence $S_n := ...