This book contains a comprehensive description of the generalmechanism of forming limit theorems of probability theory. Two modelsserve as basic illustrations: sums and maximums of random variables.
The main topics are:
- Limit theorems for sums of independent random variables innon-classical settings.
- Limit theorems as theorems on the stability of decompositions ofrandom variables.
- Inability to analyse the effects of stability of various stochasticmodels by traditional methods.
- Methodical use of centers and scatters of random variables definedin terms of characteristic functions.
- Effective quantitative refinements of limit theorems presentingconvergence rate estimates.
This monograph will be of value and interest to researchers inprobability theory, mathematical statistics and applications.
1997; iv+412 pages ISBN 90-6764-270-3 Price (all prices are subject to change without notice): EUR 219/US$ 313
