Approximation Methods in Probability Theory (Universitext)
Language: English
Published by Springer, 2016
Series: Book 194 of 261 - Universitext
- Softcover
- New
Seller: California Books, Miami, FL, U.S.A.California Books
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- Title
- Approximation Methods in Probability Theory (Universitext)
- Author
- Čekanavičius, Vydas
- Publisher
- Springer
- Publication year
- 2016
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3319340719
- ISBN 13
- 9783319340715
- Series
- Book 194 of 261: Universitext
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.
"About the title" may belong to another edition of this title.
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