Sums and Gaussian Vectors

Paperback Engels 1995 1995e druk 9783540603115
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9783540603115
Taal:Engels
Bindwijze:paperback
Aantal pagina's:312
Uitgever:Springer Berlin Heidelberg
Druk:1995

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Inhoudsopgave

Gaussian measures in euclidean space.- Seminorms of Gaussian vectors in infinite dimensions.- Inequalities for seminorms: Sums of independent random vectors.- Rough asymptotics of large deviations.- Gaussian and related approximations for distributions of sums.- Fine asymptotics of moderate deviations.

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        Sums and Gaussian Vectors