Sums And Gaussian Vectors (lecture Notes In Mathematics)

Sums And Gaussian Vectors (lecture Notes In Mathematics)
by Vadim Yurinsky / / / PDF


Read Online 4.1 MB Download


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.

views: 587