Sums and Gaussian Vectors
Sums and Gaussian Vectors By Vadim Vladimirovich Yurinsky (auth.)
1995 | 312 Pages | ISBN: 3540603115 | DJVU | 2 MB
1995 | 312 Pages | ISBN: 3540603115 | DJVU | 2 MB
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.