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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Čekanavičius, Vydas (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Universitext,
Subjects:
Probabilities.
Approximation theory.
Probability Theory.
Approximations and Expansions.
Online Access:Texto Completo
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.

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