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Mod-I Convergence: Normality Zones and Precise Deviations
Pierre-Loic Meliot
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Description for Mod-I Convergence: Normality Zones and Precise Deviations
paperback. Series: SpringerBriefs in Probability and Mathematical Statistics. Num Pages: 152 pages, 8 black & white illustrations, 9 colour illustrations, 15 colour tables, biography. BIC Classification: PBF; PBH; PBT; PBV. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 9. Weight in Grams: 261.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer/Sci-Tech/Trade Switzerland
Number of pages
152
Condition
New
Series
SpringerBriefs in Probability and Mathematical Statistics
Number of Pages
152
Place of Publication
Cham, Switzerland
ISBN
9783319468211
SKU
V9783319468211
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Mod-I Convergence: Normality Zones and Precise Deviations
“The book is well written and mathematically rigorous. They authors collect a large variety of results and try to parallel the theory with applications and they do this rather successfully. It may become a standard reference for researchers working on the topic of central limit theorems and large deviation. … this is a useful book for a researcher in probability ... Read more