Approximation Methods in Probability Theory

Vydas ¿Ekanavi¿Ius

ISBN 10: 3319340719 / ISBN 13: 9783319340715

Verlag: Springer Nature Switzerland, Springer International Publishing Jun 2016, 2016

Beschreibung

Neuware -This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion formulas, the Stein method as well as the methods of convolutions and triangle function. Emphasising the correct usage of the methods presented, each step required for the proofs is examined in detail. As a result, this textbook provides valuable tools for proving approximation theorems.While Approximation Methods in Probability Theory will appeal to everyone interested in limit theorems of probability theory, the book is particularly aimed at graduate students who have completed a standard intermediate course in probability theory. Furthermore, experienced researchers wanting to enlarge their toolkit will also find this book useful.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 288 pp. Englisch.

Bestandsnummer des Verkäufers 9783319340715

Bibliografische Details

• Titel: Approximation Methods in Probability Theory
• Verlag: Springer Nature Switzerland, Springer International Publishing Jun 2016
• Erscheinungsjahr: 2016
• Sprache: Englisch
• ISBN-10: 3319340719
• ISBN-13: 9783319340715
• Einband: Taschenbuch
• Zustand: Neu

Über diesen Titel

Inhaltsangabe

This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion formulas, the Stein method as well as the methods of convolutions and triangle function. Emphasising the correct usage of the methods presented, each step required for the proofs is examined in detail. As a result, this textbook provides valuable tools for proving approximation theorems.

While Approximation Methods in Probability Theory will appeal to everyone interested in limit theorems of probability theory, the book is particularly aimed at graduate students who have completed a standard intermediate course in probability theory. Furthermore, experienced researchers wanting to enlarge their toolkit will also find this book useful.

Über die Autorin bzw. den Autor

Vydas Čekanavičius is Professor of Statistics at Vilnius University. In 2005, he was co-winner of the Lithuanian State Award of Science for his research on compound approximations in probability theory. In his native country Lithuania, he is best known as the co-author of a best-selling three-volume textbook on statistics.