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Sums and Gaussian Vectors
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Sums and Gaussian Vectors

This text surveys the methods currently applied to study sums of infinite-dimensional independent random vectors in situations where their distributions resemble Gaussian laws. Topics covered include probabilities of large deviations, Chebyshev-type inequalities for seminorms of sums, a method of constructing Edgeworth-type expansions, and estimates of characteristic functions for random vectors obtained by smooth mappings of infinite-dimensional sums to Euclidean spaces.
Kirjailija
Vadim Yurinsky
Painos
1995 ed.
ISBN
9783540603115
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
17.11.1995
Sivumäärä
312