Sums and Gaussian vectors /

Sums and Gaussian vectors /

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Bibliographic Details
Author / Creator:	Yurinsky, Vadim, 1945-
Imprint:	Berlin ; New York : Springer, ©1995.
Description:	1 online resource (xi, 305 pages).
Language:	English
Series:	Lecture notes in mathematics, 0075-8434 ; 1617 Lecture notes in mathematics (Springer-Verlag) ; 1617.
Subject:	Gaussian sums. Limit theorems (Probability theory) Gaussian sums. Limit theorems (Probability theory)
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11071436

Hidden Bibliographic Details
ISBN:	9783540447917 3540447911 9783540603115 3540603115
Notes:	Includes bibliographical references (pages 285-303) and index. Print version record.
Summary:	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.
Other form:	Print version: Yurinsky, Vadim, 1945- Sums and Gaussian vectors. Berlin ; New York : Springer-Verlag, ©1995 3540603115

Description
Summary:	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.
Physical Description:	1 online resource (xi, 305 pages).
Bibliography:	Includes bibliographical references (pages 285-303) and index.
ISBN:	9783540447917 3540447911 9783540603115 3540603115
ISSN:	0075-8434 ;