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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.
Nákup knihy
Sums and Gaussian vectors, Vadim V. Jurinskij
- Jazyk
- Rok vydání
- 1995
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Platební metody
Navrhnout úpravu
- Titul
- Sums and Gaussian vectors
- Jazyk
- německy
- Autoři
- Vadim V. Jurinskij
- Vydavatel
- Springer
- Rok vydání
- 1995
- ISBN10
- 3540603115
- ISBN13
- 9783540603115
- Kategorie
- Matematika
- Anotace
- 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.