9783319468211: Mod-ϕ Convergence: Normality Zones and Precise Deviations
Couverture souple
ISBN 10 : 3319468219 ISBN 13 : 9783319468211
Editeur : Springer, 2016

Synopsis

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 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.

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Éditeur
Springer
Date d'édition
2016
Langue
anglais
ISBN 10 
3319468219
ISBN 13 
9783319468211
Reliure
Broché
Numéro d'édition
1
Nombre de pages
164
Coordonnées du fabricant
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