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Mod-¿ Convergence: Normality Zones and Precise Deviations - Valentin Féray,Ashkan Nikeghbali,Pierre-Loïc Méliot

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2016-12-16
50,81 € 84,68 €

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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-¿ convergence. This type of convergence is a relatively new concept with many deep ramifications, and has not previously been published in a singl ... Täielik kirjeldus

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Kirjeldus

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-¿ 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.

Lisateave

Autor Valentin Féray, Ashkan Nikeghbali, Pierre-Loïc Méliot
Kirjastaja Springer Nature Switzerland
Series SpringerBriefs in Probability and Mathematical Statistics
Väljalaskeaasta 2016
Kaanetüüp Pehme kaanega
EAN 9783319468211
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Te vaatate: Mod-¿ Convergence: Normality Zones and Precise Deviations
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50,81 € 84,68 €