Modern Theory of Summation of Random Variables ( Modern Probability and Statistics )

Publication series :Modern Probability and Statistics

Author: Vladimir M. Zolotarev  

Publisher: De Gruyter‎

Publication year: 1997

E-ISBN: 9783110936537

P-ISBN(Paperback): 9789067642705

Subject: O21 Probability and Mathematical Statistics

Language: ENG

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Chapter

Foreword

pp.:  1 – 7

Preface

pp.:  7 – 9

1.1 Probability metrics

pp.:  15 – 16

1.4 Ideal metrics

pp.:  35 – 48

1.5 Relationships between metrics

pp.:  48 – 72

1.6 Linearly invariant metrics

pp.:  72 – 99

2 The nature of limit theorems

pp.:  99 – 107

2.2 A generalization of the Lindeberg-Feller theorem

pp.:  107 – 117

2.1 The history of limit theorems

pp.:  107 – 107

2.3 Natural estimates of convergence rate in the central limit theorem

pp.:  117 – 129

2.4 Limit theorems as stability theorems

pp.:  129 – 140

2.5 One more mechanism forming the central limit theorem

pp.:  140 – 151

3 The normalization of random sequences

pp.:  151 – 159

3.2 The choice of constants under linear normalization

pp.:  159 – 169

3.1 General normalization problems

pp.:  159 – 159

4 Centers and scatters of random variables

pp.:  169 – 177

4.1 The definition and properties of index, centers and scatters

pp.:  177 – 177

4.2 An analog of the Chebyshev inequality

pp.:  177 – 185

4.3 Centers and scatters in the criteria of L-compactness

pp.:  185 – 190

4.4 Centers and scatters in the criteria of L-convergence of random sequences

pp.:  190 – 195

5 Classical theory of limit theorems for sums of independent random variables

pp.:  195 – 209

5.1 Reduced models

pp.:  209 – 209

5.2 Infinitely divisible laws

pp.:  209 – 216

5.3 Limit theorems of the classical theory

pp.:  216 – 221

5.4 The estimates of accuracy of approximations in limit theorems of the classical theory

pp.:  221 – 241

5.5 On completeness of classical theory

pp.:  241 – 263

6 Generalizations of the classical theory of summation of independent random variables

pp.:  263 – 273

6.2 Stability of compositions of distributions

pp.:  273 – 276

6.1 The history of the problem

pp.:  273 – 273

6.3 Limit theorems in a non-classical setting

pp.:  276 – 293

6.4 Limit theorems in the generalized summation scheme

pp.:  293 – 324

6.5 The method of metric distances

pp.:  324 – 354

6.6 Sums of non-independent random variables

pp.:  354 – 394

Bibliography

pp.:  394 – 411

Index

pp.:  411 – 425

LastPages

pp.:  425 – 429

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