Approximation Methods in Probability Theory / Universitext (PDF)
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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.
- Autor: Vydas Cekanavicius
- 2016, 1st ed. 2016, 274 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3319340727
- ISBN-13: 9783319340722
- Erscheinungsdatum: 16.06.2016
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- Dateiformat: PDF
- Größe: 2.26 MB
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“This book is an excellent starting point for those new to the area, and a useful reference for more experienced researchers. It brings together a wide range of techniques for probabilistic approximations in a way which is accessible to a reader with a modest background in probability. The presentation is user-friendly, giving the reader all that is needed to select and apply appropriate methods for a range of approximation problems.” (Fraser Daly, zbMATH 1345.60005, 2016)
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