Sums ofi independent random variables [Softcover reprint of the original 1st ed. 1975] 3642658113, 978-3-642-65811-2, 978-3-642-65809-9, 3642658091

The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari- ables" by B. V. Gnedenko and A. N. Ko

244 27 3MB

English Pages 348 [359] Year 1975

Sums ofi independent random variables [Softcover reprint of the original 1st ed. 1975]
3642658113, 978-3-642-65811-2, 978-3-642-65809-9, 3642658091

Author / Uploaded
Petrov
Valentin V; A.A. Brown

Table of contents :
Front Matter....Pages I-X
Probability Distributions and Characteristic Functions....Pages 1-24
Infinitely Divisible Distributions....Pages 25-37
Some Inequalities for the Distributions of Sums of Independent Random Variables....Pages 38-62
Theorems on Convergence to Infinitely Divisible Distributions....Pages 63-103
Estimates of the Distance Between the Distribution of a Sum of Independent Random Variables and the Normal Distribution....Pages 104-133
Asymptotic Expansions in the Central Limit Theorem....Pages 134-186
Local Limit Theorems....Pages 187-216
Probabilities of Large Deviations....Pages 217-255
Laws of Large Numbers....Pages 256-291
The Law of the Iterated Logarithm....Pages 292-318
Back Matter....Pages 319-348

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