Download or read book Sums of Independent Random Variables written by V.V. Petrov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Download or read book Uniform Limit Theorems for Sums of Independent Random Variables written by Taĭvo Viktorovich Arak and published by American Mathematical Soc.. This book was released on 1988 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: Among the diverse constructions studied in modern probability theory, the scheme for summation of independent random variables occupies a special place. This book presents a study of distributions of sums of independent random variables with minimal restrictions imposed on their distributions.
Download or read book Limit Theorems for Sums of Independent Random Variables written by Robert H. Bowmar and published by . This book was released on 1962 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Distributions for Sums of Independent Random Variables written by Boris Vladimirovich Gnedenko and published by . This book was released on 1968 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Few Limit Theorems for Sums of Independent Random Variables written by Ann Chancy Park and published by . This book was released on 1974 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems of Probability Theory written by Yu.V. Prokhorov and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.
Download or read book Advances in Probability Theory written by Aleksandr Alekseevich Borovkov and published by . This book was released on 1985 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for the Distributions of the Maxima of Partial Sums of Independent Random Variables written by Ernest G. Kimme and published by . This book was released on 1957 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for Sums of Independent Random Variables written by Boris Vladimirovich Gnedenko and published by . This book was released on 1951 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Modern Theory of Summation of Random Variables written by Vladimir M. Zolotarev and published by Walter de Gruyter. This book was released on 2011-09-06 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Download or read book On the Central Limit Theorem for the Sum of a Random Number of Independent Random Variables written by J. R. Blum and published by . This book was released on 1963 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Random Summation written by Boris V. Gnedenko and published by CRC Press. This book was released on 2020-07-24 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the asymptotic theory of random summation, combining a strict exposition of the foundations of this theory and recent results. It also includes a description of its applications to solving practical problems in hardware and software reliability, insurance, finance, and more. The authors show how practice interacts with theory, and how new mathematical formulations of problems appear and develop. Attention is mainly focused on transfer theorems, description of the classes of limit laws, and criteria for convergence of distributions of sums for a random number of random variables. Theoretical background is given for the choice of approximations for the distribution of stock prices or surplus processes. General mathematical theory of reliability growth of modified systems, including software, is presented. Special sections deal with doubling with repair, rarefaction of renewal processes, limit theorems for supercritical Galton-Watson processes, information properties of probability distributions, and asymptotic behavior of doubly stochastic Poisson processes. Random Summation: Limit Theorems and Applications will be of use to specialists and students in probability theory, mathematical statistics, and stochastic processes, as well as to financial mathematicians, actuaries, and to engineers desiring to improve probability models for solving practical problems and for finding new approaches to the construction of mathematical models.
Download or read book Limit Distributions for Sums of Independent Random Vectors written by Mark M. Meerschaert and published by John Wiley & Sons. This book was released on 2001-07-11 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to the central limit theory-from foundations to current research This volume provides an introduction to the central limit theory of random vectors, which lies at the heart of probability and statistics. The authors develop the central limit theory in detail, starting with the basic constructions of modern probability theory, then developing the fundamental tools of infinitely divisible distributions and regular variation. They provide a number of extensions and applications to probability and statistics, and take the reader through the fundamentals to the current level of research. In synthesizing results from nearly 200 research papers and presenting them in a self-contained form, authors Meerschaert and Scheffler have produced an accessible reference that treats the central limit theory honestly and focuses on multivariate models. For researchers, it provides an efficient and logical path through a large collection of results with many possible applications to real-world phenomena. Limit Distributions for Sums of Independent Random Vectors includes a coherent introduction to limit distributions and these other features: * A self-contained introduction to the multivariate problem * Multivariate regular variation for linear operators, real-valued functions, and Borel Measures * Multivariate limit theorems: limit distributions, central limit theorems, and related limit theorems * Real-world applications Limit Distributions for Sums of Independent Random Vectors is a comprehensive reference that provides an up-to-date survey of the state of the art in this important research area.
Download or read book Limit Theorems for Sums of Exchangeable Random Variables written by Robert Lee Taylor and published by Rowman & Littlefield Publishers. This book was released on 1985 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: To find more information about Rowman and Littlefield titles, please visit www.rowmanlittlefield.com.
Download or read book Limit Theorems of Probability Theory written by Valentin Vladimirovich Petrov and published by . This book was released on 1995 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Limit theorems and probability inequalities for sums of independent random variables are beneficial to those studying probability and statistics. This treatise presents a clear exposition of classical and modern results in the field.
Download or read book Limit Distributions for Sums of Independent Random Variables written by Boris Vladimirovich Gnedenko and published by . This book was released on 1954 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for Sums of Independent Random Variables written by Boris Vladimirovich Gnedenko and published by . This book was released on 1951 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:
