Items related to Approximation Methods in Probability Theory (Universitext)

Approximation Methods in Probability Theory (Universitext) - Softcover

Book 194 of 261: Universitext

Čekanavičius, Vydas

 
9783319340715: Approximation Methods in Probability Theory (Universitext)
Softcover
ISBN 10: 3319340719 ISBN 13: 9783319340715
Publisher: Springer, 2016

Synopsis

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.

"synopsis" may belong to another edition of this title.

About the Author

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.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2016
Language
English
ISBN 10 
3319340719
ISBN 13 
9783319340715
Binding
Paperback
Edition number
1
Number of pages
286