E-Book, Englisch, Band 1617, 312 Seiten, eBook
Reihe: Lecture Notes in Mathematics
Yurinsky Sums and Gaussian Vectors
Erscheinungsjahr 2006
ISBN: 978-3-540-44791-7
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, Band 1617, 312 Seiten, eBook
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-540-44791-7
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.
