Mod-ϕ : Convergence: Normality Zones and Precise Deviations
Overview
The canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and L vy'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.
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Details
- ISBN-13: 9783319468211
- ISBN-10: 3319468219
- Publisher: Springer
- Publish Date: December 2016
- Dimensions: 9.21 x 6.14 x 0.35 inches
- Shipping Weight: 0.53 pounds
- Page Count: 152
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