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 (5)

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
Processus stochastiques et mouvement brownien → relatedWork → Théorie de l’addition des variables aléatoires ⓘ
linked to: Limit Laws for Sums of Independent Random Variables