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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...
Autores principales: | , , |
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Lenguaje: | eng |
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Springer
2016
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-46822-8 http://cds.cern.ch/record/2240967 |
_version_ | 1780953145159974912 |
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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. . |
id | cern-2240967 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 2016 |
publisher | Springer |
record_format | invenio |
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 |