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Universitext

Approximation Methods in Probability Theory

Authors: Cekanavicius, Vydas

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  • Presents a unique collection of approximation methods in various metrics
  • Explains the essential aspects of each method in detail
  • Includes many exercises with solutions as well as bibliographical notes
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eBook $59.99
price for USA in USD
  • ISBN 978-3-319-34072-2
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
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  • Immediate eBook download after purchase
Softcover $79.99
price for USA in USD
  • ISBN 978-3-319-34071-5
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
About this Textbook

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.

About the authors

Vydas Čekanavičius is Professor of Statistics at Vilnius University. In 2005, he was co-winner of the Lithuanian State Award of Science for his research on compound approximations in probability theory. In his native country Lithuania, he is best known as the co-author of a best-selling three-volume textbook on statistics.

Reviews

“This book is designed for a Ph.D. level graduate course focusing on the various methods that can be employed to measure the accuracy of probability model approximations. … laid out clearly, with very valuable bibliographical notes and detailed references at the end of each topic. Each chapter concludes with a set of problems. … An additional study aid is the inclusion of boxed summaries giving typical applications for the given technique along with the advantages and drawbacks of the method.” (N. C. Weber, Mathematical Reviews, 2017)

“This book is an excellent starting point for those new to the area, and a useful reference for more experienced researchers. It brings together a wide range of techniques for probabilistic approximations in a way which is accessible to a reader with a modest background in probability. The presentation is user-friendly, giving the reader all that is needed to select and apply appropriate methods for a range of approximation problems.” (Fraser Daly, zbMATH 1345.60005, 2016)


Table of contents (14 chapters)

Table of contents (14 chapters)

Buy this book

eBook $59.99
price for USA in USD
  • ISBN 978-3-319-34072-2
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $79.99
price for USA in USD
  • ISBN 978-3-319-34071-5
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Approximation Methods in Probability Theory
Authors
Series Title
Universitext
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-34072-2
DOI
10.1007/978-3-319-34072-2
Softcover ISBN
978-3-319-34071-5
Series ISSN
0172-5939
Edition Number
1
Number of Pages
XII, 274
Topics