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Beschreibung
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.
Details
| Verlag | Springer Berlin |
| Ersterscheinung | 17. November 1995 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 493 Gramm |
| Format | Softcover |
| ISBN-13 | 9783540603115 |
| Seiten | 312 |
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