Title: Limit Theorems of Probability Theory: Sequences of Independent Random Variables (Oxford Studies in Probability)
Publisher: Clarendon Press
Publication Date: 1995
Language: English
ISBN 10: 019853499X
ISBN 13: 9780198534990
Binding: Hardcover
Condition: New

About this title

Synopsis

This book is devoted to limit theorems and probability inequalities for sums of independent random variables. It includes limit theorems on convergence to infinitely divisible distributions, the central limit theorem with rates of convergence, the weak and strong law of large numbers, the law of the iterated logarithm, and also many inequalities for sums of an arbitrary number of random variables.

The aim of the book is two-fold. First, the book can be a basis for a course in probability for graduate or advanced undergraduate students. Second, the book can serve as a reference formulations of many (mostly recent) results which are usually inaccessible in book form. These supplements border on the basic text and make it possible for the reader to look at the frontier of modern investigations.

Review

It is a well-written scholarly work based on 487 references. Whilst reading the book one is amply rewarded by theory. Proceedings of the Edinburgh Mathematical Society

'In 1954 Gnedenko and Kolmogorov wrote a classic book on this subject. The present work is in the same spirit. ...It is a well-written scholarly work...this text should be a useful reference for a long time to come. (Proceedings of the Edinburgh Mathematical Society, 1996)

Each chapter has a concise account of the core theory, with proofs but with full bibliographic information. The Addenda are a remarkable achievement and give the book its real added value over the competition...Professor Petrov has again given us what will become a standard work and its worth will be appreciated by many in the years it will be of use.

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