Mod-ϕ Convergence Mod-ϕ Convergence
SpringerBriefs in Probability and Mathematical Statistics

Mod-ϕ Convergence

Normality Zones and Precise Deviations

Valentin Feray والمزيد
    • ‏39٫99 US$
    • ‏39٫99 US$

وصف الناشر

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. 

النوع
علم وطبيعة
تاريخ النشر
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٦ ديسمبر
اللغة
EN
الإنجليزية
عدد الصفحات
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الناشر
Springer International Publishing
البائع
Springer Nature B.V.
الحجم
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‫م.ب.‬
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Stochastic Geometry, Spatial Statistics and Random Fields Stochastic Geometry, Spatial Statistics and Random Fields
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Selected Works of C.C. Heyde Selected Works of C.C. Heyde
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Asymptotic Methods in Probability and Statistics (Enhanced Edition) Asymptotic Methods in Probability and Statistics (Enhanced Edition)
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Convexity and Concentration Convexity and Concentration
٢٠١٧
Further Developments in Fractals and Related Fields Further Developments in Fractals and Related Fields
٢٠١٣
Non-Gaussian Selfsimilar Stochastic Processes Non-Gaussian Selfsimilar Stochastic Processes
٢٠٢٣
Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
٢٠٢٢
Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
٢٠٢١
Asymptotic Properties of Permanental Sequences Asymptotic Properties of Permanental Sequences
٢٠٢١
An Invitation to Statistics in Wasserstein Space An Invitation to Statistics in Wasserstein Space
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Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution
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