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Approximation Methods in Probability Theory / by Vydas Čekanavičius
(Universitext. ISSN:21916675)
版 | 1st ed. 2016. |
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出版者 | (Cham : Springer International Publishing : Imprint: Springer) |
出版年 | 2016 |
大きさ | XII, 274 p : online resource |
著者標目 | *Čekanavičius, Vydas author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Approximation theory FREE:Probability Theory FREE:Approximations and Expansions |
一般注記 | 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 HTTP:URL=https://doi.org/10.1007/978-3-319-34072-2 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783319340722 |
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EB00206627 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000117902 |
ISBN | 9783319340722 |
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※2017年9月4日以降