Advertisement

Limit Theorems of Probability Theory

  • Yu. V. Prokhorov
  • V. Statulevičius

Table of contents

  1. Front Matter
    Pages I-X
  2. V. Bentkus, F. Götze, V. Paulauskas, A. Račkauskas
    Pages 25-111
  3. L. Saulis, V. Statulevičius
    Pages 185-266
  4. Back Matter
    Pages 267-275

About this book

Introduction

This book consists of five parts written by different authors devoted to various problems dealing with probability limit theorems. The first part, "Classical-Type Limit Theorems for Sums ofIndependent Random Variables" (V.v. Petrov), presents a number of classical limit theorems for sums of independent random variables as well as newer related results. The presentation dwells on three basic topics: the central limit theorem, laws of large numbers and the law of the iterated logarithm for sequences of real-valued random variables. The second part, "The Accuracy of Gaussian Approximation in Banach Spaces" (V. Bentkus, F. G6tze, V. Paulauskas and A. Rackauskas), reviews various results and methods used to estimate the convergence rate in the central limit theorem and to construct asymptotic expansions in infinite-dimensional spaces. The authors con­ fine themselves to independent and identically distributed random variables. They do not strive to be exhaustive or to obtain the most general results; their aim is merely to point out the differences from the finite-dimensional case and to explain certain new phenomena related to the more complex structure of Banach spaces. Also reflected here is the growing tendency in recent years to apply results obtained for Banach spaces to asymptotic problems of statistics.

Keywords

Limit theorems Markov chain Normal distribution Probability theory Random variable large deviations

Editors and affiliations

  • Yu. V. Prokhorov
    • 1
  • V. Statulevičius
    • 2
  1. 1.Steklov Mathematical InstituteMoscowRussia
  2. 2.Institute of Mathematics and InformaticsLithuanian Academy of SciencesVilniusLithuania

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-662-04172-7
  • Copyright Information Springer-Verlag Berlin Heidelberg 2000
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-642-08170-5
  • Online ISBN 978-3-662-04172-7
  • Buy this book on publisher's site
Industry Sectors
Pharma
Biotechnology
Finance, Business & Banking
Telecommunications
Aerospace