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Sums and Gaussian Vectors - Lecture Notes in Mathematics 1617 (Paperback)
  • Sums and Gaussian Vectors - Lecture Notes in Mathematics 1617 (Paperback)
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Sums and Gaussian Vectors - Lecture Notes in Mathematics 1617 (Paperback)

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£34.50
Paperback 312 Pages / Published: 17/11/1995
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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.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540603115
Number of pages: 312
Weight: 1010 g
Dimensions: 235 x 155 x 17 mm
Edition: 1995 ed.

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