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Can I read An Introduction to Stein's Method Volume 4 on EtoBox?
An Introduction to Stein's Method Volume 4 by Barbour, A D; Chen, Louis H Y is a Mathematics article available to read on EtoBox.
What is An Introduction to Stein's Method Volume 4 about?
A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using Fourier analysis, become awkward to carry through in situations in which dependence plays an important part, whereas Stein's method can often still be applied to great effect. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence. Nor is there in principle any restriction on the distribution to be approximated; it can equally well be normal, or Poisson, or that of the whole path of a random process, though the techniques have so far been worked out in much more detail for the classical approximation theorems.This volume of lecture notes provides a detailed introduction to the theory and application of Stein's method, in a form suitable for graduate students who want to acquaint themselves with the method. It includes chapters treating normal, Poisson and compound Poisson approximation, approximation by Poisson processes, and approxi
Who reads An Introduction to Stein's Method Volume 4?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Barbour, A D; Chen, Louis H Y
- Publisher
- CO-PUBLISHED WITH SINGAPORE UNIVERSITY PRESS
- Published
- 2005
- Language
- EN
- ISBN
- 9789812562807
- Field
- Mathematics (Physical Sciences)