Limit Theorems of Probability Theory:
Saved in:
Bibliographic Details
Main Author: Prokhorov, Yu. V. (Author)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2000
Subjects:
Online Access:Volltext
Item Description: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
Physical Description:1 Online-Ressource (X, 273 p)
ISBN:9783662041727
9783642081705
DOI:10.1007/978-3-662-04172-7

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text