Titlebook: Limit Theorems of Probability Theory; Yu. V. Prokhorov,V. Statulevičius Book 2000 Springer-Verlag Berlin Heidelberg 2000 Limit theorems.Ma

推崇

Maximizer

The Accuracy of Gaussian Approximation in Banach Spaces,Let . be a real separable Banach space with norm || · || = || · ||.. Suppose that ., .., .., … ∈ . are independent and identically distributed (i.i.d.) random elements (r.e.’s) taking values in .. Furthermore, assume that . = 0 and that there exists a zero-mean Gaussian r.e. . ∈ . such that the covariances of . and . coincide.

Alveoli

Approximation of Distributions of Sums of Weakly Dependent Random Variables by the Normal DistributThis article is a review of known results on approximating distributions of sums of weakly dependent random variables (r.v.’s) and random fields defined on the integer lattice .. by the normal distribution. It also contains some new results of the author. Attention is given mainly to methods of proof due to Stein, Tikhomirov and Heinrich.

conformity

Limit Theorems on Large Deviations,Most papers dealing with limit theorems on large deviations study independent random variables. There are powerful analytic tools that are applicable to this case that allow one to understand the general behavior of the probabilities of large deviations.

寡头政治

蜡烛

generic

Refinements of the Central Limit Theorem for Homogeneous Markov Chains,endency schemes. In addition, homogeneous Markov chains have a fairly simple structure and are therefore comparatively easy to investigate. Finally, they are good models of many processes observed in practice.

细菌等

Duodenitis

Coma704