Stein's Method And Applications
Published on 5. May 2005
Book
Hardback
320 pages
978-981-256-281-4 (ISBN)
Description
Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the method, but it is still a highly active field of research, with many outstanding problems, both theoretical and in applications. This volume, the proceedings of a workshop held in honour of Charles Stein in Singapore, August 2003, contains contributions from many of the mathematicians at the forefront of this effort. It provides a cross-section of the work currently being undertaken, with many pointers to future directions. The papers in the collection include applications to the study of random binary search trees, Brownian motion on manifolds, Monte-Carlo integration, Edgeworth expansions, regenerative phenomena, the geometry of random point sets, and random matrices.
More details
Series
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Professional and scholarly
Product notice
sewn/stitched
Cloth over boards
Dimensions
Height: 236 mm
Width: 155 mm
Thickness: 22 mm
Weight
585 gr
ISBN-13
978-981-256-281-4 (9789812562814)
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Schweitzer Classification
Persons
Content
Zero Biasing in One and Higher Dimensions, and Applications (L Goldstein & G Reinert); Poisson Limit Theorems for the Appearances of Attributes (O Chryssaphinou et al.); Normal Approximation in Geometric Probability (M D Penrose & J E Yukich); Stein's Method, Edgeworth's Expansions and a Formula of Barbour (V Rotar); Stein's Method for Compound Poisson Approximation (A Xia); The Independence Number for Minimal Spanning Trees (S Lee & Z Su); Strong Memoryless Times (T Erhardsson); Multivariate Poisson-Binomial Approximation (A D Barbour); A BerryEsseen Bound for the t-Statistic (Q-M Shao); An Application of Stein's Method to Maxima in Hypercubes (Z D Bai et al.); Expected Length of an MST (J A Fill & J M Steele); Spectra of Random Matrices with Martingale Structure (F G?tze & A Tikhomirov); Characterization of Brownian Motion on Manifolds (E P Hsu); On Some Randomized Quadrature Rules (W-L Loh); Matrix Correlation Statistics (A D Barbour & L Chen); Random Binary Search Trees (L Devroye).