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