On Stein's Method for Infinitely Divisible Laws with Finite First Moment - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook On Stein's Method for Infinitely Divisible Laws with Finite First Moment write by Benjamin Arras. This book was released on 2019-04-24. On Stein's Method for Infinitely Divisible Laws with Finite First Moment available in PDF, EPUB and Kindle. This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stands a Stein characterizing identity discussed in the third chapter and obtained thanks to a covariance representation of infinitely divisible distributions. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment. In particular, based on this technique, quantitative versions of compound Poisson approximation of infinitely divisible distributions are presented. The second method is a general Stein's method approach for univariate selfdecomposable laws with finite first moment. Chapter 6 is concerned with applications and provides general upper bounds to quantify the rate of convergence in classical weak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.
High Dimensional Probability IX
High Dimensional Probability IX - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook High Dimensional Probability IX write by Radosław Adamczak. This book was released on 2023-06-05. High Dimensional Probability IX available in PDF, EPUB and Kindle. This volume collects selected papers from the Ninth High Dimensional Probability Conference, held virtually from June 15-19, 2020. These papers cover a wide range of topics and demonstrate how high-dimensional probability remains an active area of research with applications across many mathematical disciplines. Chapters are organized around four general topics: inequalities and convexity; limit theorems; stochastic processes; and high-dimensional statistics. High Dimensional Probability IX will be a valuable resource for researchers in this area.
An Introduction To Stein's Method
An Introduction To Stein's Method - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction To Stein's Method write by Andrew Barbour. This book was released on 2005-04-14. An Introduction To Stein's Method available in PDF, EPUB and Kindle. 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.
Probability Theory
Probability Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Probability Theory write by Daniel W. Stroock. This book was released on 2010-12-31. Probability Theory available in PDF, EPUB and Kindle. This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.
Approximation Methods in Probability Theory
Approximation Methods in Probability Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Approximation Methods in Probability Theory write by Vydas Čekanavičius. This book was released on 2016-06-16. Approximation Methods in Probability Theory available in PDF, EPUB and Kindle. 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.
