In this chapter we will discuss limit theorems, that is, the behavior of the sum of a very large number of independent variables. These results are of great importance both conceptually and practically (for applications in physics, biology, and finance), as they clearly show how the theory of probability is not at all a vague science, but is able to state that certain events are practically certain (or practically impossible).

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Limit Theorems: The Statistical Behavior of Systems with Many Variables

  • Guido Boffetta,
  • Angelo Vulpiani

摘要

In this chapter we will discuss limit theorems, that is, the behavior of the sum of a very large number of independent variables. These results are of great importance both conceptually and practically (for applications in physics, biology, and finance), as they clearly show how the theory of probability is not at all a vague science, but is able to state that certain events are practically certain (or practically impossible).