Normality Zones and Precise Deviations
by
Ashkan Nikeghbali, Valentin Féray, Pierre-Loïc Méliot
Language: English
Release Date: December 6, 2016
The canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and Lévy’s continuity theorem. This monograph focuses on this characteristic function approach and presents a renormalization theory called mod-ϕ convergence. This type of convergence...