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Математика в монографиях. Предельные законы для сумм независимых случайных величин

Математика в монографиях. Предельные законы для сумм независимых случайных величин

Authors: А.Я.Хинчин

Output data: Москва-Ленинград, 1938 г.

Inventory data: inventory № 056411

Annotation:

This monograph originated from a special course given by the author in the autumn of 1936 at the Institute of Mathematics of Moscow State University. Historically, the study of the asymptotic behavior of sums of an infinitely increasing number of mutually independent random variables has been one of the central tasks of probability theory. And this book is dedicated to the latest research on this topic. The first two chapters are introductory in nature; since most of the proofs were carried out by the method of so-called characteristic functions, the author considered it necessary to devote the first chapter to the presentation of the most important properties of these functions; and the second to definitions and basic properties. The material of the last three chapters is distributed as follows: the third chapter is devoted to the general task of finding a set of limit laws for sums of independent random variables; the fourth chapter specifically examines the role of Gauss's law; finally, the fifth chapter examines the case when all terms are distributed equally. In order not to disrupt the systematic presentation, all literary and historical references are highlighted in a special appendix at the end of the book.

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