An Introduction to Stein s Method is popular PDF and ePub book, written by A. D. Barbour in 2005, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, An Introduction to Stein s Method can be Read Online from any device for your convenience.
An Introduction to Stein s Method Book PDF Summary
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 approximation by an arbitrary distribution, written by experts in the different fields. The lectures take the reader from the very basics of Stein's method to the limits of current knowledge.
Detail Book of An Introduction to Stein s Method PDF
- Author : A. D. Barbour
- Release : 22 September 2024
- Publisher : World Scientific
- ISBN : 9789812562807
- Genre : Mathematics
- Total Page : 240 pages
- Language : English
- PDF File Size : 11,6 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book An Introduction to Stein s Method by A. D. Barbour, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.