Lecture Notes in Mathematics

Sums and Gaussian Vectors

Authors: Yurinsky, Vadim

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About this book

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 (6 chapters)

Table of contents (6 chapters)

Buy this book

eBook $44.99
price for USA in USD
  • ISBN 978-3-540-44791-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $59.00
price for USA in USD
  • ISBN 978-3-540-60311-5
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Sums and Gaussian Vectors
Authors
Series Title
Lecture Notes in Mathematics
Series Volume
1617
Copyright
1995
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-44791-7
DOI
10.1007/BFb0092599
Softcover ISBN
978-3-540-60311-5
Series ISSN
0075-8434
Edition Number
1
Number of Pages
XII, 312
Topics