Sums and Gaussian Vectors by Vadim Yurinsky

Sums and Gaussian Vectors by Vadim Yurinsky

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Zusammenfassung

Surveys the methods currently applied to study sums of infinite-dimensional independent random vectors in situations where their distributions resemble Gaussian laws.

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Sums and Gaussian Vectors by Vadim Yurinsky

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.
SKU Nicht verfügbar
ISBN 13 9783540603115
ISBN 10 3540603115
Titel Sums and Gaussian Vectors
Autor Vadim Yurinsky
Serie Lecture Notes In Mathematics
Buchzustand Nicht verfügbar
Bindungsart Paperback
Verlag Springer
Erscheinungsjahr 1995-11-17
Seitenanzahl 312
Hinweis auf dem Einband Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.