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Mod-ϕ Convergence: Normality Zones and Precise Deviations

FERAY, Valentin - Personal Name; MELIOT, Pierre-Loïc - Personal Name; NIKEGHBLI, AAshkan - Personal Name;

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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Detail Information
Series Title
SpringerBriefs in Probability and Mathematical Statistics
Call Number
-
Publisher
: Springer Cham., 2016
Collation
XII, 152; 8 b/w illustrations, 9 illustrations in colour
Language
English
ISBN/ISSN
978-3-319-46821-1
Classification
NONE
Content Type
text
Media Type
computer
Carrier Type
online resource
Edition
1
Subject(s)
Linear Algebra
Probability Theory
Number Theory
Discrete Mathematics
Specific Detail Info
-
Statement of Responsibility
Pierre-Loïc Méliot
Other Information
Cataloger
SUCI
Source
-
Validator
TAUFIK
Other version/related

No other version available

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  • Mod-ϕ Convergence:Normality Zones and Precise Deviations
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