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[share_ebook] Sums and Gaussian Vectors (Lecture Notes in Mathematics)

日期: 1995-11-29

ISBN: 3540603115

页数: 316

语言: English

出版社: Springer

标签: 数学



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share_ebook Sums and Gaussian Vectors Lecture Notes in Mathematics

Title:Sums and Gaussian Vectors (Lecture Notes in Mathematics)
Author:Vadim Yurinsky
Publisher:Springer
ISBN:3540603115
ISBN13:
Date1995-11-29
Pages:316
Language:English
Format: PDF
Size:10.3 MB

Description:Surveys the methods currently applied to study sums of infinite-dimensional independent random vectors in situations where their distributions resemble Gaussian laws. Covers probabilities of large deviations, Chebyshev-type inequalities for seminorms of sums, a method of constructing Edgeworth-type expansions, estimates of characteristic functions for random vectors obtained by smooth mappings of infinite-dimensional sums to Euclidean spaces. A self-contained exposition of the modern research apparatus around CLT, the book is accessible to new graduate students, and can be a useful reference for researchers and teachers of the subject.


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