A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using Fourier analysis, become awkward to carry through in situations in which dependence plays an important part, whereas Stein's method can often still be applied to great effect. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence. Nor is there in principle any restriction on the distribution to be approximated; it can equally well be normal, or Poisson, or that of the whole path of a random process, though the techniques have so far been worked out in much more detail for the classical approximation theorems.This volume of lecture notes provides a detailed introduction to the theory and application of Stein's method, in a form suitable for graduate students who want to acquaint themselves with the method. It includes chapters treating normal, Poisson and compound Poisson approximation, approximation by Poisson processes, and approximation by an arbitrary distribution, written by experts in the different fields. The lectures take the reader from the very basics of Stein's method to the limits of current knowledge.
"synopsis" may belong to another edition of this title.
valuable for both experts and researchers wishing to explore the powerful approximation method proposed by Charles Stein -- Mathematical Reviews "Mathematical Reviews"
"About this title" may belong to another edition of this title.
Shipping:
£ 3
Within U.S.A.
Shipping:
£ 3.01
Within U.S.A.
Seller: suffolkbooks, Center moriches, NY, U.S.A.
Condition: VeryGood. Fast Shipping - Safe and Secure 7 days a week!. Seller Inventory # 3TWOWA00152W
Quantity: 2 available
Seller: Better World Books, Mishawaka, IN, U.S.A.
Condition: Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects. Seller Inventory # 50436586-6
Quantity: 1 available
Seller: GoldenWavesOfBooks, Fayetteville, TX, U.S.A.
Paperback. Condition: new. New. Fast Shipping and good customer service. Seller Inventory # Holz_New_981256330X
Quantity: 1 available
Seller: GoldBooks, Denver, CO, U.S.A.
Paperback. Condition: new. New Copy. Customer Service Guaranteed. Seller Inventory # think981256330X
Quantity: 1 available
Seller: Big Bill's Books, Wimberley, TX, U.S.A.
Paperback. Condition: new. Brand New Copy. Seller Inventory # BBB_new981256330X
Quantity: 1 available
Seller: GoldenDragon, Houston, TX, U.S.A.
Paperback. Condition: new. Buy for Great customer experience. Seller Inventory # GoldenDragon981256330X
Quantity: 1 available
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 240 pages. 9.00x6.00x0.50 inches. In Stock. Seller Inventory # 981256330X
Quantity: 1 available