Normal Approximation by Stein’s Method
Normal Approximation by Stein’s Method

Author: Louis H.Y. Chen

Publisher: Springer Science & Business Media

Published: 2010-10-13

Total Pages: 411

ISBN-13: 3642150071

DOWNLOAD EBOOK

Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, it is able to provide approximation error bounds in a wide variety of situations, even in the presence of complicated dependence. Use of the method thus opens the door to the analysis of random phenomena arising in areas including statistics, physics, and molecular biology. Though Stein's method for normal approximation is now mature, the literature has so far lacked a complete self contained treatment. This volume contains thorough coverage of the method’s fundamentals, includes a large number of recent developments in both theory and applications, and will help accelerate the appreciation, understanding, and use of Stein's method by providing the reader with the tools needed to apply it in new situations. It addresses researchers as well as graduate students in Probability, Statistics and Combinatorics.

Normal Approximation
Normal Approximation

Author: Vladimir V. Senatov

Publisher: Walter de Gruyter

Published: 2011-09-08

Total Pages: 377

ISBN-13: 3110933667

DOWNLOAD EBOOK

The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

Limit Theorems in Probability, Statistics and Number Theory
Limit Theorems in Probability, Statistics and Number Theory

Author: Peter Eichelsbacher

Publisher: Springer Science & Business Media

Published: 2013-04-23

Total Pages: 317

ISBN-13: 3642360688

DOWNLOAD EBOOK

​Limit theorems and asymptotic results form a central topic in probability theory and mathematical statistics. New and non-classical limit theorems have been discovered for processes in random environments, especially in connection with random matrix theory and free probability. These questions and the techniques for answering them combine asymptotic enumerative combinatorics, particle systems and approximation theory, and are important for new approaches in geometric and metric number theory as well. Thus, the contributions in this book include a wide range of applications with surprising connections ranging from longest common subsequences for words, permutation groups, random matrices and free probability to entropy problems and metric number theory. The book is the product of a conference that took place in August 2011 in Bielefeld, Germany to celebrate the 60th birthday of Friedrich Götze, a noted expert in this field.

Approximation Theory in the Central Limit Theorem
Approximation Theory in the Central Limit Theorem

Author: V. Paulauskas

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 171

ISBN-13: 9401177988

DOWNLOAD EBOOK

~Et mai . ..., si j'avait su comment en revenir. One service mathematics has rendered the human race. It has put common sense back je n'y serais point aIIe.' Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent: therefore we may be sense' . able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Probability Theory, Function Theory, Mechanics
Probability Theory, Function Theory, Mechanics

Author: I︠U︡riĭ Vasilʹevich Prokhorov

Publisher: American Mathematical Soc.

Published: 1990

Total Pages: 338

ISBN-13: 9780821831328

DOWNLOAD EBOOK

This is a translation of the fifth and final volume in a special cycle of publications in commemoration of the 50th anniversary of the Steklov Mathematical Institute of the Academy of Sciences in the USSR. The purpose of the special cycle was to present surveys of work on certain important trends and problems pursued at the Institute. Because the choice of the form and character of the surveys were left up to the authors, the surveys do not necessarily form a comprehensive overview, but rather represent the authors' perspectives on the important developments.

Limit Theorems of Probability Theory
Limit Theorems of Probability Theory

Author: Yu.V. Prokhorov

Publisher: Springer Science & Business Media

Published: 2013-03-14

Total Pages: 280

ISBN-13: 3662041723

DOWNLOAD EBOOK

A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.