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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All labels observed (4)

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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 central limit theorem
surface form: 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
law of large numbers
surface form: weak law of large numbers

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 Limit Laws for Sums of Independent Random Variables
this entity surface form: Random Variables and Probability Distributions
Paul Lévy notableWork Limit Laws for Sums of Independent Random Variables
this entity surface form: Théorie de l’addition des variables aléatoires
Soviet school of probability theory notableWork Limit Laws for Sums of Independent Random Variables
this entity surface form: limit theorems in probability