ENGLISH

Sums and Gaussian Vectors

By Yurinsky V.

Book information

Year
1995
Language
english
Format
DJVU
Filesize
2 MB (2094995 bytes)
Pages
315\315
Library
mexmat
Time added
2013-05-14 17:29:37

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.

Similar books