Limit Theorems of Probability Theory: Sequences of Independent Random Variables

Limit theorems and probability inequalities for sums of independent random variables are beneficial to those studying probability and statistics. This treatise presents a clear exposition of classical and modern results in the field.
This book is devoted to limit theorems and probability inequalities for sums of independent random variables. It includes limit theorems on convergence to infinitely divisible distributions, the central limit theorem with rates of convergence, the weak and strong law of large numbers, the law of the iterated logarithm, and also many inequalities for sums of an arbitrary number of random variables. The aim of the book is two-fold. First, the book can be a basis for a course in probability for graduate or advanced undergraduate students. Second, the book can serve as a reference formulations of many (mostly recent) results which are usually inaccessible in book form. These supplements border on the basic text and make it possible for the reader to look at the frontier of modern investigations. This book is intended for students of probability and researchers.