Sums and Gaussian Vectors (English, Vadim Yurinsky)
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540603115
ISBN-10
3540603115
Author
Vadim Yurinsky
About the Book
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 s…
ISBN: 9783540603115
ISBN-13: 9783540603115
ISBN-10: 3540603115
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Product ID: isbn-9783540603115
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