Mod-ϕ Convergence Normality Zones and Precise Deviations /

The canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and Lévy’s continuity theorem. This monograph focuses on this characteristic function approach and presents a renormalization theory called mod-ϕ convergence. This type of converge...

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Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Féray, Valentin (Συγγραφέας), Méliot, Pierre-Loïc (Συγγραφέας), Nikeghbali, Ashkan (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
Σειρά:SpringerBriefs in Probability and Mathematical Statistics,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη:The canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and Lévy’s continuity theorem. This monograph focuses on this characteristic function approach and presents a renormalization theory called mod-ϕ convergence. This type of convergence is a relatively new concept with many deep ramifications, and has not previously been published in a single accessible volume. The authors construct an extremely flexible framework using this concept in order to study limit theorems and large deviations for a number of probabilistic models related to classical probability, combinatorics, non-commutative random variables, as well as geometric and number-theoretical objects. Intended for researchers in probability theory, the text is carefully well-written and well-structured, containing a great amount of detail and interesting examples. .
Φυσική περιγραφή:XII, 152 p. 17 illus., 9 illus. in color. online resource.
ISBN:9783319468228
ISSN:2365-4333