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Yurinsky

Sums and Gaussian Vectors

Medium: Buch
ISBN: 978-3-540-60311-5
Verlag: Springer Berlin Heidelberg
Erscheinungstermin: 17.11.1995
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9783540603115
  • Medium: Buch
  • ISBN: 978-3-540-60311-5
  • Verlag: Springer Berlin Heidelberg
  • Erscheinungstermin: 17.11.1995
  • Sprache(n): Englisch
  • Auflage: 1995
  • Serie: Lecture Notes in Mathematics
  • Produktform: Kartoniert
  • Gewicht: 1010 g
  • Seiten: 312
  • Format (B x H x T): 155 x 235 x 18 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Gaussian measures in euclidean space.- Seminorms of Gaussian vectors in infinite dimensions.- Inequalities for seminorms: Sums of independent random vectors.- Rough asymptotics of large deviations.- Gaussian and related approximations for distributions of sums.- Fine asymptotics of moderate deviations.