登入
選單
返回
Google圖書搜尋
Sums and Gaussian Vectors
Vadim Yurinsky
出版
Springer
, 2006-11-14
主題
Mathematics / Probability & Statistics / General
Science / Physics / General
Science / Physics / Mathematical & Computational
Mathematics / Probability & Statistics / Stochastic Processes
ISBN
3540447911
9783540447917
URL
http://books.google.com.hk/books?id=o_d6CwAAQBAJ&hl=&source=gbs_api
EBook
SAMPLE
註釋
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.