Lectures on the Coupling Method (Dover Books on Mathema 1.4tics) - Softcover

Lindvall, Torgny

Softcover

ISBN 10: 0486421457 ISBN 13: 9780486421452

Publisher: Dover Publications Inc., 2003

Synopsis

An important tool in probability theory and its applications, the coupling method is primarily used in estimates of total variation distances. The method also works well in establishing inequalities, and it has proven highly successful in the study of Markov and renewal process asymptotics. This text represents a detailed, comprehensive examination of the method and its broad variety of applications. Readers progress from simple to advanced topics, with end-of-discussion notes that reinforce the preceding material. Topics include renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. A practical and easy-to-use reference, this volume will accommodate the diverse needs of professionals in the fields of statistics, mathematics, and operational research, as well as those of teachers and students.

About this title

Synopsis

Intending his text to serve graduate courses and seminars in mathematics, statistics, and operations research, Lindvall (mathematics, Chalmers U. of Technology and G teborg U., Sweden) explores the range of applications in probability theory of coupling methods for the comparison of random elements on a common probability space. He discusses uses f

Edition details

• Publisher: Dover Publications Inc.
• Publication date: 2003
• Language: English
• ISBN 10: 0486421457
• ISBN 13: 9780486421452
• Binding: Paperback
• Number of pages: 272