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Approximation methods in probability theory

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Approximation methods in probability theory/ by Vydas Cekanavicius.
Author:	Cekanavicius, Vydas.
Published:	Cham :Springer International Publishing : : 2016.,
Description:	xii, 274 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Approximation theory. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-34072-2
ISBN:	9783319340722

Approximation methods in probability theory
Cekanavicius, Vydas.

Approximation methods in probability theory[electronic resource] /by Vydas Cekanavicius. - Cham :Springer International Publishing :2016. - xii, 274 p. :ill., digital ;24 cm. - Universitext,0172-5939. - Universitext..

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.

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.

ISBN: 9783319340722

Standard No.: 10.1007/978-3-319-34072-2doiSubjects--Topical Terms:

527707
Approximation theory.

LC Class. No.: QA221

Dewey Class. No.: 511.4

Approximation methods in probability theory
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245 1 0 $a Approximation methods in probability theory $h [electronic resource] / $c by Vydas Cekanavicius.
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300 $a xii, 274 p. : $b ill., digital ; $c 24 cm.
490 1 $a Universitext, $x 0172-5939
505 0 $a 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.
520 $a 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.
650 0 $a Approximation theory. $3 527707
650 1 4 $a Mathematics. $3 527692
650 2 4 $a Probability Theory and Stochastic Processes. $3 593945
650 2 4 $a Approximations and Expansions. $3 672153
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950 $a Mathematics and Statistics (Springer-11649)