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Approximation Methods in Probability Theory

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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.

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Detail Information

Series Title

Universitext

Call Number

519.2 CEK a

Publisher

Cham, Switzerland : Springer Cham., 2016

Collation

XII, 274

Language

English

ISBN/ISSN

978-3-319-34072-2

Classification

519.2

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

Ed. 1

Subject(s)

Approximations and Expansions
Probability Theory and Stochastic Processes

Specific Detail Info

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Statement of Responsibility

Vydas Čekanavičius

Other Information

Cataloger

umi

Source

https://link.springer.com/book/10.1007/978-3-319-34072-2

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maya

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