Sciences, Technology & Medicine
Sums and Gaussian Vectors (English, Vadim Yurinsky)
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Book Details
| ISBN-13 | 9783540603115 |
| ISBN-10 | 3540603115 |
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About the 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 s…
ISBN: 9783540603115
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