Approximation Methods in Probability Theory
Vydas Cekanavicius
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Description for Approximation Methods in Probability Theory
Paperback. Series: Universitext. Num Pages: 286 pages, biography. BIC Classification: PBKJ. Category: (G) General (US: Trade). Dimension: 156 x 234 x 18. Weight in Grams: 494.
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 ... Read more
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 ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Paperback
Publication date
2016
Series
Universitext
Condition
New
Number of Pages
274
Place of Publication
Cham, Switzerland
ISBN
9783319340715
SKU
V9783319340715
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Vydas Cekanavicius
Vydas Cekanavicius 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.
Reviews for Approximation Methods in Probability Theory
This book is designed for a Ph.D. level graduate course focusing on the various methods that can be employed to measure the accuracy of probability model approximations. ... laid out clearly, with very valuable bibliographical notes and detailed references at the end of each topic. Each chapter concludes with a set of problems. ... An additional study aid is the ... Read more