书目名称 | Sums and Gaussian Vectors |
编辑 | Vadim Vladimirovich Yurinsky |
视频video | |
丛书名称 | Lecture Notes in Mathematics |
图书封面 |  |
描述 | 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. |
出版日期 | Book 1995 |
关键词 | Finite; Gaussian measure; Microsoft Access; approximation; character; distribution; function; functions; map |
版次 | 1 |
doi | https://doi.org/10.1007/BFb0092599 |
isbn_softcover | 978-3-540-60311-5 |
isbn_ebook | 978-3-540-44791-7Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
issn_series | 0075-8434 |
copyright | Springer-Verlag Berlin Heidelberg 1995 |