Sums and Gaussian Vectors (Lecture Notes in Mathematics)

By Vadim Yurinsky

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.

• Format: Paperback
• Language: English
• ISBN: 3540603115
• ISBN13: 9783540603115
• Release Date: November 1995
• Publisher: Springer
• Length: 312 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"