Steins Method Infinitely Divisible by Arras Benjamin (10 results)
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Published by Springer, 2019
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Paperback. 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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Published by Springer 2019-04-26, 2019
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Paperback. Condition: New.
Language: English
Published by Springer, 2019
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Taschenbuch. Condition: Neu. On Stein's Method for Infinitely Divisible Laws with Finite First Moment | Benjamin Arras (u. a.) | Taschenbuch | SpringerBriefs in Probability and Mathematical Statistics | xi | Englisch | 2019 | Springer | EAN 9783030150167 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 1…7, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Springer Nature Switzerland AG, CH, 2019
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Paperback. 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.
Language: English
Published by Springer, 2019
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Published by Springer, 2019
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