Sums and Gaussian Vectors von Vadim Yurinsky | ISBN 9783540447917

Sums and Gaussian Vectors

von Vadim Yurinsky
Buchcover Sums and Gaussian Vectors | Vadim Yurinsky | EAN 9783540447917 | ISBN 3-540-44791-1 | ISBN 978-3-540-44791-7

Sums and Gaussian Vectors

von Vadim Yurinsky
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.