Operator-limit distributions in probability theory. (English) Zbl 0850.60003

Jurek, Zbigniew J.; Mason, Jesse David

Wiley Series in Probability and Mathematical Statistics, Applied Section. New York, NY: Wiley. xiii, 292 p. (1993).

Publisher’s description: The theory of limit distributions describes limit phenomena of triangular series or sequence of independent random observations, and occupies a central place in probability and mathematical statistics. Both authors are experts in the theory, and have brought together all the necessary tools in order to allow the reader to stay up to date. The book is the only one to cover the major topics of this subject, and provides and excellent introduction to the area. Researchers in probability as well as graduate students in probability statistics will find much of interest here. Contents: Preliminaries; Convergence of types theorems, symmetry groups, and decomposability semigroups; Operator-self-decomposable measures; Operator-stable measures; Epilogue; Bibliography; Index.

MSC:

60B10	Convergence of probability measures
60-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60B12	Limit theorems for vector-valued random variables (infinite-dimensional case)
60F99	Limit theorems in probability theory