---

＜電子ブック＞
Sums and Gaussian Vectors / by Vadim Yurinsky
(Lecture Notes in Mathematics. ISSN:16179692 ; 1617)

版	1st ed. 1995.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	1995
大きさ	XII, 312 p : online resource
著者標目	*Yurinsky, Vadim author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:System theory LCSH:Mathematical physics FREE:Probability Theory FREE:Complex Systems FREE:Theoretical, Mathematical and Computational Physics
一般注記	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 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 HTTP:URL=https://doi.org/10.1007/BFb0092599

 類似資料