Lavoisier S.A.S.
14 rue de Provigny
94236 Cachan cedex
FRANCE

Heures d'ouverture 08h30-12h30/13h30-17h30
Tél.: +33 (0)1 47 40 67 00
Fax: +33 (0)1 47 40 67 02


Url canonique : www.lavoisier.fr/livre/mathematiques/mod-convergence/descriptif_3858030
Url courte ou permalien : www.lavoisier.fr/livre/notice.asp?ouvrage=3858030

Mod-ϕ Convergence, 1st ed. 2016 Normality Zones and Precise Deviations SpringerBriefs in Probability and Mathematical Statistics Series

Langue : Anglais

Auteurs :

Couverture de l’ouvrage Mod-ϕ Convergence
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-? 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. 

Preface.- Introduction.- Preliminaries.- Fluctuations in the case of lattice distributions.- Fluctuations in the non-lattice case.- An extended deviation result from bounds on cumulants.- A precise version of the Ellis-Gärtner theorem.- Examples with an explicit generating function.- Mod-Gaussian convergence from a factorisation of the PGF.- Dependency graphs and mod-Gaussian convergence.- Subgraph count statistics in Erdös-Rényi random graphs.- Random character values from central measures on partitions.- Bibliography.
First of its kind publication detailing the mod-? convergence method Written by leading experts in probability theory Provides a large number of new results Includes new examples coming from various areas of mathematics such as probability theory, number theory, combinatorics, and random matrix theory Includes supplementary material: sn.pub/extras

Date de parution :

Ouvrage de 152 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

26,36 €

Ajouter au panier