Lecture Notes in Mathematics

Yurinsky, Vadim

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.

Details

Published by: Springer

Publication Date: 1995-11-17

Format: Paperback

ISBN-13: 9783540603115

DOI: 10.1007/BFb0092599

Dimensions: 235cm x155cm

Pages: 312