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.
All labels observed (4)
Statements (35)
| Predicate | Object |
|---|---|
| instanceOf |
mathematical work
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monograph ⓘ |
| assumesKnowledgeOf |
measure-theoretic probability
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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
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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.
this entity surface form:
Random Variables and Probability Distributions
this entity surface form:
Théorie de l’addition des variables aléatoires
Soviet school of probability theory
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notableWork
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Limit Laws for Sums of Independent Random Variables
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this entity surface form:
limit theorems in probability