Approximation Methods in Probability Theory

• Main Author: Čekanavičius, Vydas (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Series: Universitext,
• Subjects: 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...

Table of Contents:

• 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.