Uniform central limit theorems / R.M. Dudley.

Format:

Book

Author/Creator:

Dudley, R. M. (Richard M.)

Series:

Cambridge studies in advanced mathematics ; 63.

Cambridge studies in advanced mathematics ; 63

Language:

English

Subjects (All):

Central limit theorem.

Physical Description:

xiv, 436 pages : illustrations ; 24 cm.

Place of Publication:

Cambridge ; New York : Cambridge University Press, 1999.

Summary:

This book shows how when samples become large, the probability laws of large numbers and related facts are guaranteed to hold over wide domains. The author gives a thorough treatment of the subject, including several topics not found in any previous book, such as the Fernique-Talagrand majorizing measure theorem for Gaussian processes, an extended treatment of Vapnik-Chervonenkis combinatorics, the Ossiander L(2) bracketing central limit theorem, the Gine-Zinn bootstrap central limit theorem in probability, the Bronstein theorem on approximation of convex sets, and the Shot theorem on rates of convergence over lower layers. Problems are included at the end of each chapter so the book can be used as an advanced text. The book will interest mathematicians working in probability, mathematical statisticians, and computer scientists working in computer learning theory.

Notes:

Includes bibliographical references and indexes.

ISBN:

0521461022

OCLC:

39380323