Limit Theorems of Probability Theory:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2000
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Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | This book consists of five parts written by different authors devoted to various problems dealing with probability limit theorems. The first part, "Classical-Type Limit Theorems for Sums ofIndependent Random Variables" (V.v. Petrov), presents a number of classical limit theorems for sums of independent random variables as well as newer related results. The presentation dwells on three basic topics: the central limit theorem, laws of large numbers and the law of the iterated logarithm for sequences of real-valued random variables. The second part, "The Accuracy of Gaussian Approximation in Banach Spaces" (V. Bentkus, F. G6tze, V. Paulauskas and A. Rackauskas), reviews various results and methods used to estimate the convergence rate in the central limit theorem and to construct asymptotic expansions in infinite-dimensional spaces. The authors con fine themselves to independent and identically distributed random variables. They do not strive to be exhaustive or to obtain the most general results; their aim is merely to point out the differences from the finite-dimensional case and to explain certain new phenomena related to the more complex structure of Banach spaces. Also reflected here is the growing tendency in recent years to apply results obtained for Banach spaces to asymptotic problems of statistics |
Beschreibung: | 1 Online-Ressource (X, 273 p) |
ISBN: | 9783662041727 9783642081705 |
DOI: | 10.1007/978-3-662-04172-7 |
Internformat
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Datensatz im Suchindex
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any_adam_object | |
author | Prokhorov, Yu. V. |
author_facet | Prokhorov, Yu. V. |
author_role | aut |
author_sort | Prokhorov, Yu. V. |
author_variant | y v p yv yvp |
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dewey-full | 519.2 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2 |
dewey-search | 519.2 |
dewey-sort | 3519.2 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-3-662-04172-7 |
format | Electronic eBook |
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language | English |
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spelling | Prokhorov, Yu. V. Verfasser aut Limit Theorems of Probability Theory edited by Yu. V. Prokhorov, V. Statulevičius Berlin, Heidelberg Springer Berlin Heidelberg 2000 1 Online-Ressource (X, 273 p) txt rdacontent c rdamedia cr rdacarrier This book consists of five parts written by different authors devoted to various problems dealing with probability limit theorems. The first part, "Classical-Type Limit Theorems for Sums ofIndependent Random Variables" (V.v. Petrov), presents a number of classical limit theorems for sums of independent random variables as well as newer related results. The presentation dwells on three basic topics: the central limit theorem, laws of large numbers and the law of the iterated logarithm for sequences of real-valued random variables. The second part, "The Accuracy of Gaussian Approximation in Banach Spaces" (V. Bentkus, F. G6tze, V. Paulauskas and A. Rackauskas), reviews various results and methods used to estimate the convergence rate in the central limit theorem and to construct asymptotic expansions in infinite-dimensional spaces. The authors con fine themselves to independent and identically distributed random variables. They do not strive to be exhaustive or to obtain the most general results; their aim is merely to point out the differences from the finite-dimensional case and to explain certain new phenomena related to the more complex structure of Banach spaces. Also reflected here is the growing tendency in recent years to apply results obtained for Banach spaces to asymptotic problems of statistics Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf Grenzwertsatz (DE-588)4158163-5 gnd rswk-swf 1\p (DE-588)4151278-9 Einführung gnd-content Wahrscheinlichkeitstheorie (DE-588)4079013-7 s Grenzwertsatz (DE-588)4158163-5 s 2\p DE-604 Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s 3\p DE-604 Statulevičius, V. Sonstige oth https://doi.org/10.1007/978-3-662-04172-7 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Prokhorov, Yu. V. Limit Theorems of Probability Theory Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
subject_GND | (DE-588)4079013-7 (DE-588)4064324-4 (DE-588)4158163-5 (DE-588)4151278-9 |
title | Limit Theorems of Probability Theory |
title_auth | Limit Theorems of Probability Theory |
title_exact_search | Limit Theorems of Probability Theory |
title_full | Limit Theorems of Probability Theory edited by Yu. V. Prokhorov, V. Statulevičius |
title_fullStr | Limit Theorems of Probability Theory edited by Yu. V. Prokhorov, V. Statulevičius |
title_full_unstemmed | Limit Theorems of Probability Theory edited by Yu. V. Prokhorov, V. Statulevičius |
title_short | Limit Theorems of Probability Theory |
title_sort | limit theorems of probability theory |
topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Grenzwertsatz (DE-588)4158163-5 gnd |
topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Wahrscheinlichkeitstheorie Wahrscheinlichkeitsrechnung Grenzwertsatz Einführung |
url | https://doi.org/10.1007/978-3-662-04172-7 |
work_keys_str_mv | AT prokhorovyuv limittheoremsofprobabilitytheory AT statuleviciusv limittheoremsofprobabilitytheory |