| Trudy Matematicheskogo Instituta imeni V.A. Steklova |
|
|
|
|
|
Qualitative effects in the estimates of the convergence rate in the central limit theorem in multidimensional spaces
Author: V. V. Senatov Editor: V. M. Zolotarev Managing editor: E. F. Mishchenko Abstract: In this monograph the accuracy is investigated of the normal approximation for distributions of sums of independent random variables taking values in an infinite-dimensional Hilbert space. The distributions of normalized sums are compared to the limit normal law on the balls in the Hilbert space. Both the upper estimates and the lower estimates there obtained. The estimates in the infinite-dimensional case essentially differ from those in the finite-dimensional case, and one of the aims of this monograph is to analyze these qualitative distinctions. A new method is used to prove the estimates. The main tools of this method are metrics with special properties. The work is intended for researchers, students, and post-graduates in probability theory and related fields and for specialists interested in approximation problems in functional spaces. ISBN: 5-02-003705-2 UDC: 519.2 
Full text:
Contents
Citation: V. V. Senatov, Qualitative effects in the estimates of the convergence rate in the central limit theorem in multidimensional spaces, Trudy Mat. Inst. Steklova, 215, ed. V. M. Zolotarev, E. F. Mishchenko, Nauka, Moscow, 1997, 239 pp. Citation in format AMSBIB: \Bibitem{1}Linking options: Review databases:   |
|
|
Contact us: |
Terms of Use
|
Registration to the website |
Logotypes |
|