Limit Distributions for Sums of Independent Random Vectors

Limit Distributions for Sums of Independent Random Vectors

by Mark M. Meerschaert, Hans-Peter Scheffler

Part of Wiley series in probability and mathematical statistics

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A comprehensive introduction to the central limit theory-from foundations to current research This volume provides an introduction to the central limit theory of random vectors, which lies at the heart of probability and statistics. The authors develop the central limit theory in detail, starting with the basic constructions of modern probability theory, then developing the fundamental tools of infinitely divisible distributions and regular variation. They provide a number of extensions and applications to probability and statistics, and take the reader through the fundamentals to the current level of research.

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