Limit Distributions for Sums of Independent Random Variables. Translated from the Russian and annotated by K. L. Chung. With an Appendix by J. L. Doob.

GNEDENKO, B. V. [Boris Vladimirovich] (1912-1995) & A. N. [Andrei Nikolaevich] KOLMOGOROV (1903-1987):

Edité par Reading (Mass.), etc.: Addison-Wesley, 1954., 1954

A propos de cet article

First Edition in English (1st Russian ed., 1949), first printing. ix, 264 pp. Original cloth. Very Good, without dust jacket. 'It is an unenviable task to compete with the beautiful account . . . given in Gnedenko and Kolmogorov' (Rabi Bhattacharya, review of Valentin V. Petrov, Limit theorems of probability theory: Sequences of independent random variables, Oxford, 1995, for Bull. (New Series) of the Amer. Math. Soc., Vol. 34, No. 1, Jan. 1997). 'It is considered by many to be Gnedenko's most important published work' ('Obituary: Boris Gnedenko, 1912-95', Journal of the Royal Statistical Society: Series A (Statistics in Society) 160 (2), 363-6). '[C]ontains a description of much of [Gnedenko's] early research. The book is based on courses given by Gnedenko and Kolmogorov at Moscow and Lvov universities. It has three parts, the first part consisting of three introductory chapters while the second part is on general limit theorems. Included in this second part are sections on: general limit theorems for sums with independent summands; the concept of infinitely small summands; conditions necessary and sufficient that their sums have a given limiting distribution; convergence to the normal, Poisson, and unit distributions; and limit theorems for cumulative sums. The third part of the work is on summands with a common distribution function and includes discussion of principal limit theorems and convergence to the normal law' (MacTutor History of Mathematics Web site).

N° de réf. du vendeur 17743

Détails bibliographiques

• Titre: Limit Distributions for Sums of Independent Random Variables. Translated from the Russian and annotated by K. L. Chung. With an Appendix by J. L. Doob.
• Éditeur: Reading (Mass.), etc.: Addison-Wesley, 1954.
• Date de parution: 1954
• Reliure: Hardcover
• Édition: 1st Edition
• État de l'article: Very Good
• État de la jaquette: No Jacket