Sums and Gaussian Vectors

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...

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Autore principale: Yurinsky, Vadim, 1945-
Natura: Livre numérique
Lingua:Anglais
Pubblicazione: Berlin [etc.] : Springer [20..].
Cham : Springer Nature
Serie:Lecture notes in mathematics 1617
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Edition sous un autre format:• Sums and Gaussian vectors, Vadim Yurinsky, 1995, Berlin, Springer, 1 volume (XI-305 pages), Lecture notes in mathematics, 3-540-60311-5
• Sums and Gaussian Vectors, Texte imprimé, 9783662204665
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Riassunto: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.
Descrizione del documento:Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
ISBN:9783540447917 (PDF)
ISSN:1617-9692
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