title: To the history of Saint-Petersburg school of Probability and Statistics. I. Limit theorems for sums of independent random variables
metadata.name: dc.contributor.author
metadata.value: Zaitsev, Andrei Yu.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Zinger, Abram A.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Lifshits, Mikhail A.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Nikitin, Yakov Yu.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Petrov, Valentin V.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2018-07-12T19:30:06Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2018-07-12T19:30:06Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2018-06
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Zaitsev A.Yu., Zinger A.A., Lifshits M.A., Nikitin Ya.Yu., Petrov V.V. To the history of Saint-Petersburg school of Probability and Statistics. I. Limit theorems for sums of independent random variables. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2018, vol. 5 (63), issue 2, pp. 201–232.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: 10.21638/11701/spbu01.2018.203
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/10400
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: This is the first article in a series of surveys devoted to the scientific achievements of the
  Leningrad  Saint-Petersburg school of Probability and Statistics during the period from
  1947 to 2017. It is devoted to the traditional for St.Petersburg topic of limit theorems
  for sums of independent random variables. We discuss classical limit theorems: the law of
  large numbers, the central limit theorem, and the law of the iterated logarithm, as well as
  the circle of important related problems that emerged in the second half of the twentieth
  century. The latter include approximation for the distributions of sums of independent summands
  by infinitely divisible distributions, an estimate of the accuracy of strong Gaussian
  approximation for such sums, and the weak almost sure convergence empirical measures
  generated by a sequence of sums of independent random variables and vectors.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: Работа выполнена при частичной финансовой поддержке РФФИ (гранты 16-01-00237, 16-01-00258 и 16-01-00367), СПбГУ (грант СПбГУ — ННИО 6.65.37.2017) и при поддержке программы
  Президиума РАН №01 «Фундаментальная математика и ее приложения» (грант PRAS-18-01).
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 5(63); Issue 2
metadata.lang: -
metadata.name: dc.subject
metadata.value: sums of independent random variables
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: central limit theorem
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: law of large numbers
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: law of the iterated logarithm
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: infinitely divisible distributions
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: concentration functions
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Littlewood—Offord problem
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: empirical measure
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: limit theorem almost sure
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: To the history of Saint-Petersburg school of Probability and Statistics. I. Limit theorems for sums of independent random variables
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 03-Zaitsev.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/10400/1/03-Zaitsev.pdf
resources.format: Adobe PDF
resources.size: 488,01 kB