Item description for Sums and Gaussian Vectors (Lecture Notes in Mathematics) by Vadim Yurinsky...
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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Est. Packaging Dimensions: Length: 9.21" Width: 6.14" Height: 0.68" Weight: 1 lbs.
Release Date Nov 29, 1995
ISBN 3540603115 ISBN13 9783540603115
Availability 78 units. Availability accurate as of May 28, 2017 04:37.
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