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Sums and Gaussian Vectors by Vadim Yurinsky

Sums and Gaussian Vectors

by Vadim Yurinsky
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Book cover type: Paperback
  • ISBN13: 9783540603115
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 312
  • Original Price: GBP 34.5
  • Language: English
  • Edition: 1995
  • Item Weight: 454 grams
  • BISAC Subject(s): Probability & Statistics / General

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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