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Sums of Independent Random Variables

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Cover of 'Sums of Independent Random Variables'

Table of Contents

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    Book Overview
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    Chapter 1 Probability Distributions and Characteristic Functions
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    Chapter 2 Infinitely Divisible Distributions
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    Chapter 3 Some Inequalities for the Distributions of Sums of Independent Random Variables
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    Chapter 4 Theorems on Convergence to Infinitely Divisible Distributions
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    Chapter 5 Estimates of the Distance Between the Distribution of a Sum of Independent Random Variables and the Normal Distribution
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    Chapter 6 Asymptotic Expansions in the Central Limit Theorem
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    Chapter 7 Local Limit Theorems
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    Chapter 8 Probabilities of Large Deviations
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    Chapter 9 Laws of Large Numbers
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    Chapter 10 The Law of the Iterated Logarithm
Attention for Chapter 5: Estimates of the Distance Between the Distribution of a Sum of Independent Random Variables and the Normal Distribution
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