Verlag: Springer Nature Switzerland AG, CH, 2019
ISBN 10: 303015016X ISBN 13: 9783030150167
Sprache: Englisch
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In den WarenkorbPaperback. Zustand: New. 2019 ed. This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stands a Stein characterizing identity discussed in the third chapter and obtained thanks to a covariance representation of infinitely divisible distributions. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment. In particular, based on this technique, quantitative versions of compound Poisson approximation of infinitely divisible distributions are presented. The second method is a general Stein's method approach for univariate selfdecomposable laws with finite first moment. Chapter 6 is concerned with applications and provides general upper bounds to quantify the rate of convergence in classicalweak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.
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In den WarenkorbZustand: New. In.
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In den WarenkorbZustand: New.
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In den WarenkorbZustand: New. pp. 104.
Verlag: Springer Nature Switzerland AG, CH, 2019
ISBN 10: 303015016X ISBN 13: 9783030150167
Sprache: Englisch
Anbieter: Rarewaves.com UK, London, Vereinigtes Königreich
EUR 31,32
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In den WarenkorbPaperback. Zustand: New. 2019 ed. This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stands a Stein characterizing identity discussed in the third chapter and obtained thanks to a covariance representation of infinitely divisible distributions. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment. In particular, based on this technique, quantitative versions of compound Poisson approximation of infinitely divisible distributions are presented. The second method is a general Stein's method approach for univariate selfdecomposable laws with finite first moment. Chapter 6 is concerned with applications and provides general upper bounds to quantify the rate of convergence in classicalweak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.
Verlag: Springer Verlag, 2019
ISBN 10: 303015016X ISBN 13: 9783030150167
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
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In den WarenkorbPaperback. Zustand: Brand New. 118 pages. 9.25x6.10x0.24 inches. In Stock.
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In den WarenkorbZustand: New. Print on Demand pp. 104.
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In den WarenkorbZustand: New. PRINT ON DEMAND pp. 104.
Verlag: Springer International Publishing, 2019
ISBN 10: 303015016X ISBN 13: 9783030150167
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In den WarenkorbZustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Covers connections between infinite divisibility and Stein s methodFirst to propose a general and unifying Stein s methodology for infinitely divisible law with finite first momentProvides quantitative versions .