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Steins Method Infinitely Divisible by Arras Benjamin (9 results)
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Paperback. Condition: New.
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment (SpringerBriefs in Probability and Mathematical Statistics)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Published by Springer Nature Switzerland AG, CH, 2019
ISBN 10: 303015016X ISBN 13: 9783030150167
Language: English
£ 26.50
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Add to basketPaperback. Condition: New. 2019 ed. This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stands a Stein characterizing identity discussed in the third chapter and obtained thanks to a covariance representation of infinitely divisible distributions. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment. In particular, based on this technique, quantitative versions of compound Poisson approximation of infinitely divisible distributions are presented. The second method is a general Stein's method approach for univariate selfdecomposable laws with finite first moment. Chapter 6 is concerned with applications and provides general upper bounds to quantify the rate of convergence in classicalweak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Published by Springer Nature Switzerland AG, CH, 2019
ISBN 10: 303015016X ISBN 13: 9783030150167
Language: English
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
£ 30.12
Convert currency£ 25 shipping within United KingdomQuantity: Over 20 available
Add to basketPaperback. Condition: New. 2019 ed. This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stands a Stein characterizing identity discussed in the third chapter and obtained thanks to a covariance representation of infinitely divisible distributions. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment. In particular, based on this technique, quantitative versions of compound Poisson approximation of infinitely divisible distributions are presented. The second method is a general Stein's method approach for univariate selfdecomposable laws with finite first moment. Chapter 6 is concerned with applications and provides general upper bounds to quantify the rate of convergence in classicalweak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.
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Add to basketCondition: New. PRINT ON DEMAND pp. 104.
