Title: Limit Theorems of Probability Theory : Sequences of Independent Random Variables
Publisher: Clarendon Press
Publication Date: 1995
Language: English
ISBN 10: 019853499X
ISBN 13: 9780198534990
Binding: Hardcover
Condition: New

About this title

Synopsis

This book offers a superb overview of limit theorems and probability inequalities for sums of independent random variables. Unique in its combination of both classic and recent results, the book details the many practical aspects of these important tools for solving a great variety of problems in probability and statistics. Topics include limit theorems on convergence to infinitely divisible distributions, the central limit theorem with rates of convergence, the weak and strong law of large numbers, the law of the iterated logarithm, and the many inequalities for sums of an arbitrary number random variables. Ideal as both a graduate text and a reference for seasoned mathematicians, Limit Theorems of Probability Theory brings the reader to the frontier of current research.

About the Author

Valentin V. Petrov is at St Petersburg University, St Petersburg.

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