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Sums of Independent Random Variables by V. V. Petrov, Valentin Petrov, A. a. Brown - Paperback
532.35 AED

Sums of Independent Random Variables by V. V. Petrov, Valentin Petrov, A. a. Brown - Paperback

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Category Type
Mathematics
ISBN
9783642658112
Author
V. V. Petrov, Valentin Petrov, A. a. Brown
Publisher
Springer
Description:

The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari ables" by B. V. Gnedenko and A. N. Kolmogorov was published in 1949. Since then the theory of summation of independent variables has devel oped rapidly. Today a summing-up of the studies in this area, and their results, would require many volumes. The monograph by I. A. Ibragi mov and Yu. V. I innik, "Independent and ...

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PRODUCT INFORMATION

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    Specifications

    Category Type
    Mathematics
    ISBN
    9783642658112
    Languages
    English
    Item EAN
    2724437269721
    People
    Author
    V. V. Petrov, Valentin Petrov, A. a. Brown
    Category Type
    Mathematics
    ISBN
    9783642658112
    Languages
    English
    Item EAN
    2724437269721
    People
    Author
    V. V. Petrov, Valentin Petrov, A. a. Brown
    People
    Publisher
    Springer
    Technical Information
    Binding
    Paperback
    Languages and countries
    Book Language
    English
    Read more
  •  

    Description:

    The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari ables" by B. V. Gnedenko and A. N. Kolmogorov was published in 1949. Since then the theory of summation of independent variables has devel oped rapidly. Today a summing-up of the studies in this area, and their results, would

    The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari ables" by B. V. Gnedenko and A. N. Kolmogorov was published in 1949. Since then the theory of summation of independent variables has devel oped rapidly. Today a summing-up of the studies in this area, and their results, would require many volumes. The monograph by I. A. Ibragi mov and Yu. V. I innik, "Independent and Stationarily Connected VaTiables," which appeared in 1965, contains an exposition of the contem porary state of the theory of the summation of independent identically distributed random variables. The present book borders on that of Ibragimov and Linnik, sharing only a few common areas. Its main focus is on sums of independent but not necessarily identically distri buted random variables. It nevertheless includes a number of the most recent results relating to sums of independent and identically distributed variables. Together with limit theorems, it presents many probahilistic inequalities for sums of an arbitrary number of independent variables. The last two chapters deal with the laws of large numbers and the law of the iterated logarithm. These questions were not treated in Ibragimov and Linnik; Gnedenko and KolmogoTOv deals only with theorems on the weak law of large numbers. Thus this book may be taken as complementary to the book by Ibragimov and Linnik. I do not, however, assume that the reader is familiar with the latter, nor with the monograph by Gnedenko and Kolmogorov, which has long since become a bibliographical rarity.

    Product Features:
    • Category: Mathematics
    • Binding: Paperback
    • Language of Text: English
    • Author(s): V. V. Petrov, Valentin Petrov, A. a. Brown
    • Publisher: Springer
    • ISBN: 9783642658112
    • Number of Pages: 348
    • Dimensions: 9.21 x 6.14 x 0.75 inches
 

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