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Sums and Gaussian Vectors Book

Sums and Gaussian Vectors
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  • Sums and Gaussian Vectors
  • Written by author Vadim Yurinsky
  • Published by Springer-Verlag New York, LLC, January 2008
  • 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 s
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Book Categories

Authors

1Gaussian Measures in Euclidean Space1
2Seminorms of Gaussian Vectors in Infinite Dimensions43
3Inequalities for Seminorms: Sums of Independent Random Vectors79
4Rough Asymptotics of Large Deviations123
5Gaussian and Related Approximations for Distributions of Sums163
6Fine Asymptotics of Moderate Deviations217
A: Auxiliary Material255
B: Bibliographic Commentary275
Bibliography285
Index304


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