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Record Nr. |
UNISA996466666003316 |
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Autore |
Yurinsky Vadim <1945-> |
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Titolo |
Sums and Gaussian vectors / / Vadim Yurinsky |
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Pubbl/distr/stampa |
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Berlin : , : Springer, , [1995] |
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©1995 |
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ISBN |
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Edizione |
[1st ed. 1995.] |
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Descrizione fisica |
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1 online resource (XII, 312 p.) |
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Collana |
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Lecture Notes in Mathematics, , 0075-8434 ; ; 1617 |
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Classificazione |
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Disciplina |
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Soggetti |
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Limit theorems (Probability theory) |
Gaussian sums |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di contenuto |
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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. |
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Sommario/riassunto |
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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. |
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