Limit Theorems of Probability Theory: Sequences of Independent Random Variables (Oxford Studies in Probability) by Valentin V. Petrov (1995-06-15) by (PDF)

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⭐This is a very good reference for graduate students who are interested in advanced probability theorem such as Berry-Essen theorem. This book deals a lot how to bound the normal approximation errors, relative or absolute. However, at times, I find another book of this author Sums of independent random variables more useful. I will see that these two books are complementary.

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Limit Theorems of Probability Theory: Sequences of Independent Random Variables (Oxford Studies in Probability) by Valentin V. Petrov (1995-06-15) PDF Free Download
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Limit Theorems of Probability Theory: Sequences of Independent Random Variables (Oxford Studies in Probability) by Valentin V. Petrov (1995-06-15) PDF Free Download
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