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Mod-ϕ convergence: normality zones and precise deviations

The canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and Lévy’s continuity theorem. This monograph focuses on this characteristic function approach and presents a renormalization theory called mod-ϕ convergence. This type of converge...

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Detalles Bibliográficos
Autores principales: Féray, Valentin, Méliot, Pierre-Loïc, Nikeghbali, Ashkan
Lenguaje:eng
Publicado: Springer 2016
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-46822-8
http://cds.cern.ch/record/2240967
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author Féray, Valentin
Méliot, Pierre-Loïc
Nikeghbali, Ashkan
author_facet Féray, Valentin
Méliot, Pierre-Loïc
Nikeghbali, Ashkan
author_sort Féray, Valentin
collection CERN
description The canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and Lévy’s continuity theorem. This monograph focuses on this characteristic function approach and presents a renormalization theory called mod-ϕ convergence. This type of convergence is a relatively new concept with many deep ramifications, and has not previously been published in a single accessible volume. The authors construct an extremely flexible framework using this concept in order to study limit theorems and large deviations for a number of probabilistic models related to classical probability, combinatorics, non-commutative random variables, as well as geometric and number-theoretical objects. Intended for researchers in probability theory, the text is carefully well-written and well-structured, containing a great amount of detail and interesting examples. .
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spelling cern-22409672021-04-21T19:23:15Zdoi:10.1007/978-3-319-46822-8http://cds.cern.ch/record/2240967engFéray, ValentinMéliot, Pierre-LoïcNikeghbali, AshkanMod-ϕ convergence: normality zones and precise deviationsMathematical Physics and MathematicsThe canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and Lévy’s continuity theorem. This monograph focuses on this characteristic function approach and presents a renormalization theory called mod-ϕ convergence. This type of convergence is a relatively new concept with many deep ramifications, and has not previously been published in a single accessible volume. The authors construct an extremely flexible framework using this concept in order to study limit theorems and large deviations for a number of probabilistic models related to classical probability, combinatorics, non-commutative random variables, as well as geometric and number-theoretical objects. Intended for researchers in probability theory, the text is carefully well-written and well-structured, containing a great amount of detail and interesting examples. .Springeroai:cds.cern.ch:22409672016
spellingShingle Mathematical Physics and Mathematics
Féray, Valentin
Méliot, Pierre-Loïc
Nikeghbali, Ashkan
Mod-ϕ convergence: normality zones and precise deviations
title Mod-ϕ convergence: normality zones and precise deviations
title_full Mod-ϕ convergence: normality zones and precise deviations
title_fullStr Mod-ϕ convergence: normality zones and precise deviations
title_full_unstemmed Mod-ϕ convergence: normality zones and precise deviations
title_short Mod-ϕ convergence: normality zones and precise deviations
title_sort mod-ϕ convergence: normality zones and precise deviations
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-319-46822-8
http://cds.cern.ch/record/2240967
work_keys_str_mv AT ferayvalentin modphconvergencenormalityzonesandprecisedeviations
AT meliotpierreloic modphconvergencenormalityzonesandprecisedeviations
AT nikeghbaliashkan modphconvergencenormalityzonesandprecisedeviations