Infinitely divisible distributions and sums of independent random variables. A textbook for universities.
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The book provides a systematic exposition of classical sections of the theory of summation of independent random variables: convergence to infinitely divisible distributions, convergence to normal and Poisson distributions, accuracy estimates of normal approximation, laws of large numbers, asymptotic behavior of probabilities of large deviations, and the law of the iterated logarithm. In addition, a unified approach to strong limit theorems for increments of sums of independent random variables is discussed. The book is intended for students and postgraduates in mathematical specialties, as well as for teachers and researchers interested in the topics covered.
Author:
Author:Frolov Andrey Nikolaevich
Cover:
Cover:hardcover
Category:
- Category:Science & Math
Dimensions:
Dimensions:21.8x15.5x1.4 cm
Series:
Series:Mathematics
ISBN:
ISBN:978-5-507-45684-0
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