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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