Sums and Gaussian Vectors / Lecture Notes in Mathematics Bd.1617 (PDF)

Name: Sums and Gaussian Vectors / Lecture Notes in Mathematics Bd.1617
Brand: Springer Berlin Heidelberg
SKU: 106581127
Price: 48.31 EUR
Availability: OnlineOnly

(Sprache: Englisch)

Autor: Vadim Yurinsky

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Sums and Gaussian Vectors / Lecture Notes in Mathematics Bd.1617, Vadim Yurinsky

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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.