Download or read book On Convergence Rates in the Central Limit Theorem written by Ellen Shapiro Hertz and published by . This book was released on 1970 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Rates of Convergence in the Central Limit Theorem written by Peter Hall and published by . This book was released on 1982 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Convergence Rates for the Central Limit Theorem for Random Sums written by Christopher E. Olson and published by . This book was released on 1971 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Convergence Rates for Central Limit Theorem and a Related Problem written by Harry Cohen and published by . This book was released on 1972 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Convergence Rates in the Central Limit Theorem for Multidimensionally Indexed Random Variables written by Allan Gut and published by . This book was released on 2000 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On Some Lp Bounds of Convergence Rates in the Central Limit Theorem written by Ibrahim A. Ahmad and published by . This book was released on 1979 with total page 8 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 Convergence Rates for Central Limit Theorem and a Related Problem written by Harry Cohn and published by . This book was released on 1972 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the convergence rate in the central limit theorem for associated processes written by T. Birkel and published by . This book was released on 1987 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 Qualitative Effects in the Estimates of the Convergence Rate in the Central Limit Theorem in Multidimensional Spaces written by V. V. Senatov and published by . This book was released on 1996 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Rates of Convergence in the Central limit Theorem for Dependent variables written by William Fer Grams and published by . This book was released on 1972 with total page 101 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Information Theory and the Central Limit Theorem written by Oliver Thomas Johnson and published by World Scientific. This book was released on 2004 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive description of a new method of proving the central limit theorem, through the use of apparently unrelated results from information theory. It gives a basic introduction to the concepts of entropy and Fisher information, and collects together standard results concerning their behaviour. It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.

Download or read book Information Theory And The Central Limit Theorem written by Oliver T Johnson and published by World Scientific. This book was released on 2004-07-14 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive description of a new method of proving the central limit theorem, through the use of apparently unrelated results from information theory. It gives a basic introduction to the concepts of entropy and Fisher information, and collects together standard results concerning their behaviour. It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.

Download or read book Studies on the Rate of Convergence in the Central Limit Theorem written by WanSoo T. Rhee and published by . This book was released on 1979 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Martingale Limit Theory and Its Application written by P. Hall and published by Academic Press. This book was released on 2014-07-10 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.

Download or read book The Rate of Convergence in a Central Limit Theorem for Dependent Random Variables with Arbitrary Index Set written by University of Minnesota. Institute for Mathematics and Its Applications and published by . This book was released on 1986 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: