Background
Petrov, Valentin Vladimirovich was born on February 10, 1931 in Holomki, Russia. Son of Vladimir Petrovich and Ekaterina Dementievna (Kosyreva) Petrov.
(This book offers a superb overview of limit theorems and ...)
This book offers a superb overview of limit theorems and probability inequalities for sums of independent random variables. Unique in its combination of both classic and recent results, the book details the many practical aspects of these important tools for solving a great variety of problems in probability and statistics. Topics include limit theorems on convergence to infinitely divisible distributions, the central limit theorem with rates of convergence, the weak and strong law of large numbers, the law of the iterated logarithm, and the many inequalities for sums of an arbitrary number random variables. Ideal as both a graduate text and a reference for seasoned mathematicians, Limit Theorems of Probability Theory brings the reader to the frontier of current research.
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(The classic "Limit Dislribntions fOT slt1ns of Independen...)
The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari- ables" by B. V. Gnedenko and A. N. Kolmogorov was published in 1949. Since then the theory of summation of independent variables has devel- oped rapidly. Today a summing-up of the studies in this area, and their results, would require many volumes. The monograph by I. A. Ibragi- mov and Yu. V. I~innik, "Independent and Stationarily Connected VaTiables", which appeared in 1965, contains an exposition of the contem- porary state of the theory of the summation of independent identically distributed random variables. The present book borders on that of Ibragimov and Linnik, sharing only a few common areas. Its main focus is on sums of independent but not necessarily identically distri- buted random variables. It nevertheless includes a number of the most recent results relating to sums of independent and identically distributed variables. Together with limit theorems, it presents many probahilistic inequalities for sums of an arbitrary number of independent variables. The last two chapters deal with the laws of large numbers and the law of the iterated logarithm. These questions were not treated in Ibragimov and Linnik; Gnedenko and KolmogoTOv deals only with theorems on the weak law of large numbers. Thus this book may be taken as complementary to the book by Ibragimov and Linnik. I do not, however, assume that the reader is familiar with the latter, nor with the monograph by Gnedenko and Kolmogorov, which has long since become a bibliographical rarity.
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Petrov, Valentin Vladimirovich was born on February 10, 1931 in Holomki, Russia. Son of Vladimir Petrovich and Ekaterina Dementievna (Kosyreva) Petrov.
Master of Science in Mathematics, Leningrad State University, Leningrad, Russia, 1952; candidate of science, Leningrad State University, Leningrad, Russia, 1955; D. of science, Steklov Mathematics Institute, Moscow, 1962.
Assistant professor, Leningrad State University, 1955-1958; associate professor, Leningrad State University, 1958-1960; professor department probability and mathematics statistics, St. Petersburg (Russia) State University, since 1963; department head, St. Petersburg (Russia) State University, 1961-1995; visiting fellow, Australian National U., Canberra, 1993. Visiting scholar University of California, Berkeley, 1963, 67-68, Stanford University, 1967, Rockefeller U., New York, 1968. Visiting professor Tulane University, New Orleans, 1974, 92,93, Colegio de Postgraduados, Centro de Estadistica, Montecello, Mexico, 1994, U. Sydney, 1995, U. Guelph, Canada, 1995-1996.
(This book offers a superb overview of limit theorems and ...)
(The classic "Limit Dislribntions fOT slt1ns of Independen...)
(Will be shipped from US. Brand new copy.)
Member Russian Academy Natural Sciences, International Statistical Institute.
Married Svetlana G. Sycheva, March 29, 1954 (divorced February 1986). 1 child, Marina; married Valentina Mifodievna Kravtsova, February 10, 1989.