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 | Unavailable |
| ISBN 13 | 9783540603115 |
| ISBN 10 | 3540603115 |
| Title | Sums and Gaussian Vectors |
| Author | Vadim Yurinsky |
| Series | Lecture Notes In Mathematics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer |
| Year published | 1995-11-17 |
| Number of pages | 312 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |