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  • Book
  • © 1995

Sums and Gaussian Vectors

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1617)

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Table of contents (6 chapters)

  1. Front Matter

    Pages I-XI
  2. Gaussian measures in euclidean space

    • Vadim Vladimirovich Yurinsky
    Pages 1-42
  3. Seminorms of Gaussian vectors in infinite dimensions

    • Vadim Vladimirovich Yurinsky
    Pages 43-78
  4. Inequalities for seminorms: Sums of independent random vectors

    • Vadim Vladimirovich Yurinsky
    Pages 79-122
  5. Rough asymptotics of large deviations

    • Vadim Vladimirovich Yurinsky
    Pages 123-162
  6. Gaussian and related approximations for distributions of sums

    • Vadim Vladimirovich Yurinsky
    Pages 163-216
  7. Fine asymptotics of moderate deviations

    • Vadim Vladimirovich Yurinsky
    Pages 217-254
  8. Back Matter

    Pages 255-305

About this 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 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.

Keywords

  • Finite
  • Gaussian measure
  • Microsoft Access
  • approximation
  • character
  • distribution
  • function
  • functions
  • mapping

Bibliographic Information

Buying options

eBook USD 44.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 59.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions