Limit Laws for Sums of Independent Random Variables

E379000

Limit Laws for Sums of Independent Random Variables is a foundational mathematical work that systematically develops the theory of probability limit theorems, including results such as the law of large numbers and central limit behavior for sums of independent random variables.

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Predicate Object
instanceOf mathematical work
monograph
assumesKnowledgeOf measure-theoretic probability
real analysis
audience graduate students in probability
researchers in probability theory
contribution clarifies conditions for central limit behavior
clarifies conditions for law of large numbers
provides a unified framework for limit laws of sums
field mathematical statistics
probability theory
focus rigorous treatment of sums of independent random variables
systematic development of probability limit theorems
importance foundational in the theory of probability limit theorems
used as a reference in advanced probability courses
relatedTo classical central limit theorem
classical law of large numbers
modern probability textbooks on limit theorems
structure organized around asymptotic results for sums
topic almost sure convergence
asymptotic behavior of sums
central limit behavior
central limit theorem
convergence in distribution
convergence in probability
independent random variables
law of large numbers
limit theorems
normal approximation
probability limit theorems
stability of sums
strong law of large numbers
sums of independent random variables
triangular arrays of random variables
weak law of large numbers

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Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Aleksandr Khinchin notableWork Limit Laws for Sums of Independent Random Variables
Harald Cramér notableWork Random Variables and Probability Distributions
linked to: Limit Laws for Sums of Independent Random Variables
Paul Lévy notableWork Théorie de l’addition des variables aléatoires
linked to: Limit Laws for Sums of Independent Random Variables
Soviet school of probability theory notableWork limit theorems in probability
linked to: Limit Laws for Sums of Independent Random Variables