Sums and Gaussian Vectors: 1617 (Lecture Notes in Mathematics, 1617) - Softcover

Yurinsky, Vadim

 
9783540603115: Sums and Gaussian Vectors: 1617 (Lecture Notes in Mathematics, 1617)

Synopsis

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.

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