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Sums and Gaussian Vectors

  • Authors
  • Vadim Vladimirovich Yurinsky

Part of the Lecture Notes in Mathematics book series (LNM, volume 1617)

Table of contents

  1. Front Matter
    Pages I-XI
  2. Vadim Vladimirovich Yurinsky
    Pages 1-42
  3. Vadim Vladimirovich Yurinsky
    Pages 43-78
  4. Vadim Vladimirovich Yurinsky
    Pages 79-122
  5. Vadim Vladimirovich Yurinsky
    Pages 123-162
  6. Vadim Vladimirovich Yurinsky
    Pages 163-216
  7. Vadim Vladimirovich Yurinsky
    Pages 217-254
  8. Back Matter
    Pages 255-305

About this book

Introduction

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.

Keywords

Finite Gaussian measure Microsoft Access approximation character distribution function functions mapping

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0092599
  • Copyright Information Springer-Verlag Berlin Heidelberg 1995
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-60311-5
  • Online ISBN 978-3-540-44791-7
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site
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