Sums and Gaussian Vectors / Edition 1

Sums and Gaussian Vectors / Edition 1

by Vadim Yurinsky
     
 

ISBN-10: 3540603115

ISBN-13: 9783540603115

Pub. Date: 11/29/1995

Publisher: Springer Berlin Heidelberg

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

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Overview

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.

Product Details

ISBN-13:
9783540603115
Publisher:
Springer Berlin Heidelberg
Publication date:
11/29/1995
Series:
Lecture Notes in Mathematics Series, #1617
Edition description:
1995
Pages:
312
Product dimensions:
0.68(w) x 6.14(h) x 9.21(d)

Table of Contents

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.

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