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Technical Sums and Gaussian Vectors

Posted on 2010-04-15




Name:Technical Sums and Gaussian Vectors
ASIN/ISBN:3540603115
Publish Date:Springer (October 1995)
Pages:305 pages
File size:1.1 Mb
Publish Date: Springer (October 1995)
ISBN: 3540603115
Pages: 305 pages
File Size: 1,1 Mb
Other Info: Djvu
   Technical Sums and Gaussian Vectors

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Vadim Yurinsky, "Sums and Gaussian Vectors"

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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