Sums and Gaussian Vectors
ISBN: 9783540447917
Platform/Publisher: SpringerLink / Springer Berlin Heidelberg
Digital rights: Users: unlimited; Printing: unlimited; Download: unlimited
Subjects: Mathematics and Statistics;

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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