Approximation Methods in Probability Theory

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Čekanavičius, Vydas (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edición:1st ed. 2016.
Colección:Universitext,
Temas:
Probabilities.
Approximation theory.
Probability Theory.
Approximations and Expansions.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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