Cart
Free Shipping in the UK
Proud to be B-Corp

Refined Large Deviation Limit Theorems Vladimir Vinogradov (Ohio University Ohio University, Athens, USA Ohio University, Athens, USA)

Refined Large Deviation Limit Theorems By Vladimir Vinogradov (Ohio University Ohio University, Athens, USA Ohio University, Athens, USA)

Summary

This monograph is mainly devoted to studying the asymptotic behavior of the probabilities of large deviations in the case when the famous Cramer's condition is not fulfilled. It provides the direct probabilistic method that enables one to construct expansions of increasing accuracy.

Refined Large Deviation Limit Theorems Summary

Refined Large Deviation Limit Theorems by Vladimir Vinogradov (Ohio University Ohio University, Athens, USA Ohio University, Athens, USA)

This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where Cramer's condition on the finiteness of exponential moments may not be satisfied

About Vladimir Vinogradov (Ohio University Ohio University, Athens, USA Ohio University, Athens, USA)

Dr. Vladimir Vinogradov is a Professor of Mathematics at Ohio University in Athens, Ohio. He earned his M.Sc. in Mathematics and Ph.D. in Probability and Statistics from Moscow State University with his dissertation published in his monograph Refined Large Deviation Limit Theorems. Professor Vinogradov has taught in various post-secondary institutions of Canada, Japan, Russia and U.S.A., and held an NSERC Canada postdoctoral fellowship at Carleton University. His research focuses on various topics of Probability Theory, Stochastic Processes, Mathematical Statistics, Analysis and Financial Mathematics. Professor Vinogradov has published articles in many professional journals and presents frequently at national and international conferences. He has been recipient of a British Columbia - Asia Pacific Scholars' Award, and served on the Ontario Graduate Scholarships Committee as well as NSERC Canada external reviewer and graduate coordinator at the University of Northern British Columbia. Professor Vinogradov is advisor to Actuarial Science and Mathematical Statistics majors.

Table of Contents

Introduction 1. Asymptotic Expansions Taking into Account the Cases when the Number of Summands Comparable with the Sum is Less than or Equal to Two 2. Asymptotic Expansions of the Probabilities of Large Deviations and Non-Uniform Estimates of Remainders in CLT 3. Asymptotic Expansions Taking into Account the Cases when the Number of Summands Comparable with the Sum Does not Exceed a Fixed Integer 4. Limit Theorems on Large Deviations for Order Statistics 5. Large Deviations for I.I.D. Random Sums When Cramer's Condition is Fulfilled Only on a Finite Interval

Additional information

NLS9780367449346
9780367449346
036744934X
Refined Large Deviation Limit Theorems by Vladimir Vinogradov (Ohio University Ohio University, Athens, USA Ohio University, Athens, USA)
New
Paperback
Taylor & Francis Ltd
2019-12-02
224
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

Customer Reviews - Refined Large Deviation Limit Theorems