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Approximation Methods in Probability Theory

Language EnglishEnglish
Book Paperback
Book Approximation Methods in Probability Theory Vydas Cekanavicius
Libristo code: 02981096
Publishers Springer International Publishing AG, June 2016
This book presents a wide range of well-known and less common methods used for estimating the accura... Full description
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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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About the book

Full name Approximation Methods in Probability Theory
Author Vydas Cekanavicius
Language English
Binding Book - Paperback
Date of issue 2016
Number of pages 274
EAN 9783319340715
ISBN 3319340719
Libristo code 02981096
Publishers Springer International Publishing AG
Weight 494
Dimensions 234 x 156 x 18

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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