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The book is a collection of research level surveys on certain topics in probability theory, which will be of interest to graduate students and researchers.
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.
A collection of research level surveys on certain topics in
probability theory by a well-known group of researchers. The book
will be of interest to graduate students and researchers.
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