Series of problems in probability theory together with their solution

• The approximation of the standardized empirical distribution function.
• The approximation of partial sums of independent random variables.
• The relation between the distance of random variables and their distributions.
• The central limit theorem and Fourier analysis. I.
• The central limit theorem for martingales.
• General limit theorems for sums of independent random variables and infinitely divisible distributions.
• Wiener--Ito integrals and limit theorems for non-linear functionals of stationary Gaussian fields.

These texts are translations of some texts written originally in Hungarian. I intend to continue this work and to translate other texts into English. But I can do this only gradually. At present only a small portion of the Hungarian series of problems can be found here. But even this small portion may be of interest.

By clicking to the appropriate text one can find a brief description about the content of that series of problems, and the TeX, dvi or postscript files of the text are available.

I would welcome any comment or question about this series of problems. They can be sent to the address major@renyi.hu.

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