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Cover: 9783540603115 | Sums and Gaussian Vectors | Vadim Yurinsky | Taschenbuch | Paperback
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Sums and Gaussian Vectors
Taschenbuch von Vadim Yurinsky
Sprache: Englisch

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Beschreibung
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.
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.
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 1995
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 324
Reihe: Lecture Notes in Mathematics
ISBN-13: 9783540603115
ISBN-10: 3540603115
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Yurinsky, Vadim
Auflage: 1995
Hersteller: Springer-Verlag GmbH
Springer Berlin Heidelberg
Lecture Notes in Mathematics
Maße: 235 x 155 x 18 mm
Von/Mit: Vadim Yurinsky
Erscheinungsdatum: 17.11.1995
Gewicht: 0,493 kg
preigu-id: 102274255
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 1995
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 324
Reihe: Lecture Notes in Mathematics
ISBN-13: 9783540603115
ISBN-10: 3540603115
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Yurinsky, Vadim
Auflage: 1995
Hersteller: Springer-Verlag GmbH
Springer Berlin Heidelberg
Lecture Notes in Mathematics
Maße: 235 x 155 x 18 mm
Von/Mit: Vadim Yurinsky
Erscheinungsdatum: 17.11.1995
Gewicht: 0,493 kg
preigu-id: 102274255
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