Sums and Gaussian vectors
Author(s)
Bibliographic Information
Sums and Gaussian vectors
（Lecture notes in mathematics, 1617）
Springer-Verlag, c1995
Available at / 88 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||1617RM951221
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
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.
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.
by "Nielsen BookData"
