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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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Lenguaje: | eng |
Publicado: |
Springer
1995
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Acceso en línea: | https://dx.doi.org/10.1007/BFb0092599 http://cds.cern.ch/record/1691393 |
_version_ | 1780935743230705664 |
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author | Yurinsky, Vadim Vladimirovich |
author_facet | Yurinsky, Vadim Vladimirovich |
author_sort | Yurinsky, Vadim Vladimirovich |
collection | CERN |
description | 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. |
id | cern-1691393 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 1995 |
publisher | Springer |
record_format | invenio |
spelling | cern-16913932021-04-21T21:10:18Zdoi:10.1007/BFb0092599http://cds.cern.ch/record/1691393engYurinsky, Vadim VladimirovichSums and Gaussian vectorsMathematical Physics and MathematicsSurveys 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.Springeroai:cds.cern.ch:16913931995 |
spellingShingle | Mathematical Physics and Mathematics Yurinsky, Vadim Vladimirovich Sums and Gaussian vectors |
title | Sums and Gaussian vectors |
title_full | Sums and Gaussian vectors |
title_fullStr | Sums and Gaussian vectors |
title_full_unstemmed | Sums and Gaussian vectors |
title_short | Sums and Gaussian vectors |
title_sort | sums and gaussian vectors |
topic | Mathematical Physics and Mathematics |
url | https://dx.doi.org/10.1007/BFb0092599 http://cds.cern.ch/record/1691393 |
work_keys_str_mv | AT yurinskyvadimvladimirovich sumsandgaussianvectors |