Approximation Methods in Probability Theory

• Κύριος συγγραφέας: Čekanavičius, Vydas (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Σειρά: Universitext,
• Θέματα: Mathematics.; Approximation theory.; Probabilities.; Probability Theory and Stochastic Processes.; Approximations and Expansions.

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 me...

Πίνακας περιεχομένων:

• Definitions and preliminary facts
• The method of convolutions
• Local lattice estimates
• Uniform lattice estimates
• Total variation of lattice measures
• Non-uniform estimates for lattice measures
• Discrete non-lattice approximations
• Absolutely continuous approximations
• The Esseen type estimates
• Lower estimates
• The Stein method
• The triangle function method
• Heinrich's method for m-dependent variables
• Other methods
• Solutions to selected problems
• Bibliography
• Index.