
Introduction To Stein's Method, An
World Scientific Publishing Co Pte Ltd
Will be published approx. on 26. April 2005
Book
Paperback/Softback
240 pages
978-981-256-330-9 (ISBN)
Description
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.
Reviews / Votes
"All the lectures have been given by eminent experts working in the area of Stein's method and provide details and unsolved problems along with a list of very useful references. These lectures will be very valuable for both experts and researchers wishing to explore the powerful approximation method proposed by Charles Stein."Mathematical ReviewsMore details
Series
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Product notice
Paperback (trade)
Unsewn / adhesive bound
Dimensions
Height: 225 mm
Width: 153 mm
Thickness: 15 mm
Weight
349 gr
ISBN-13
978-981-256-330-9 (9789812563309)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Content
Stein's Method for Normal Approximation (L Chen & Q-M Shao); Stein's Method for Poisson and Compound Poisson Approximation (T Erhardsson); Stein's Method and Poisson Process Approximation (A Xia); Three General Approaches to Stein's Method (G Reinert).