Limit Theorems of Probability Theory: Sequences of Independent Random Variables.

Abstract

Notations and abbreviations 1. Some basic concepts and theorems of probability theory 2. Probability inequalities for sums of independent random variables 3. Weak limit-theorems: convergence to infinitely divisible distributions 4. Weak limit-theorems: the central limit theorem and the weak law of large numbers 5. Rates of convergence in the central limit theorem 6. Strong limit theorems: the strong law of large numbers 7. Strong limit theorems: the law of the iterated logarithm References Author index Subject index