Документы

  • VSPG144_final

    Конечная издательская версия, 745 KB, Документ PDF

DOI

This is the first in a series of reviews devoted to the scientific achievements of the Leningrad–St. Petersburg school of probability and statistics in the period from 1947 to 2017. It is devoted to limit theorems for sums of independent random variables—a traditional subject for St. Petersburg. It refers to the classical limit theorems: the law of large numbers, the central limit theorem, and the
law of the iterated logarithm, as well as important relevant problems formulated in the second half of the twentieth century. The latter include the approximation of the distributions of sums of independent variables according to infinitely divisible distributions, estimation of the accuracy of strong Gaussian
approximation of such sums, and the limit theorems on the weak almost sure convergence of empirical measures generated by sequences of sums of independent random variables and vectors.
Переведенное названиеК истории санкт-петербургской школы по теории вероятностей и математической статистике. I : Предельные теоремы для сумм независимых случайных величин
Язык оригиналаанглийский
Страницы (с-по)144-163
Число страниц20
ЖурналVestnik St. Petersburg University: Mathematics
Том51
Номер выпуска2
DOI
СостояниеОпубликовано - 15 июн 2018

    Предметные области Scopus

  • Математика (все)

    Области исследований

  • sums of independent random variables, central limit theorem, law of large numbers, law of the iterated logarithm, infinitely divisible distributions, concentration functions, Littlewood–Offord problem, empirical measure, almost sure limit theorem

ID: 29163688