Sums and Gaussian Vectors

von Vadim Yurinsky

312 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• ISBN: 9783540603115
• Sprache: Englisch
• Erscheinungsdatum: 17.11.1995
• Genre: Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
• Verlag: Springer Berlin