Mod-ϕ Convergence Normality Zones and Precise Deviations /

• Main Authors: Féray, Valentin (Author), Méliot, Pierre-Loïc (Author), Nikeghbali, Ashkan (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Series: SpringerBriefs in Probability and Mathematical Statistics,
• Subjects: Mathematics.; Matrix theory.; Algebra.; Number theory.; Probabilities.; Combinatorics.; Probability Theory and Stochastic Processes.; Number Theory.; Linear and Multilinear Algebras, Matrix Theory.

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...