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The method of cumulants for the normal approximation. (English) Zbl 1493.60047

The authors present a survey on the method of cumulants for the normal approximation for a real-valued random variable. This survey includes classical quantitave results developed by the Lithuanian school of probability with self-contained proofs and accessible introductions to the topics. Recent results are also discussed.

MSC:

60F05 Central limit and other weak theorems
60F10 Large deviations
60G70 Extreme value theory; extremal stochastic processes
60K35 Interacting random processes; statistical mechanics type models; percolation theory

Citations:

Zbl 0714.60018
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References:

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