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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Mod-ϕ Convergence: Normality Zones and Precise Deviations

Mod-ϕ Convergence: Normality Zones and Precise Deviations

Nikeghbali, Ashkan
Méliot, Pierre-Loïc
Féray, Valentin

Paperback

Series: Springerbriefs in Probability and Mathematical Statistics

General MathematicsProbability & Statistics

ISBN10: 3319468219
ISBN13: 9783319468211
Publisher: Springer
Published: Dec 16 2016
Pages: 152
Weight: 0.53
Height: 0.35 Width: 6.14 Depth: 9.21
Language: English
The canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and Lévy'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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