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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...

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Detalles Bibliográficos
Autor principal: Yurinsky, Vadim Vladimirovich
Lenguaje:eng
Publicado: Springer 1995
Materias:
Acceso en línea:https://dx.doi.org/10.1007/BFb0092599
http://cds.cern.ch/record/1691393
Descripción
Sumario: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.