9783030150167 - on stein's method for infinitely divisible laws with finite first moment di arras, benjamin; houdré, christian (17 risultati)
Lingua: Inglese
Editore: Springer 2019-04-26, 2019
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Paperback. Condizione: New. 2019 ed. 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 characterizin…g 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 classicalweak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.
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Editore: Springer, 2019
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Lingua: Inglese
Editore: Springer, 2019
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Altre immaginiLingua: Inglese
Editore: Springer, 2019
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Taschenbuch. Condizione: Neu. On Stein's Method for Infinitely Divisible Laws with Finite First Moment | Benjamin Arras (u. a.) | Taschenbuch | SpringerBriefs in Probability and Mathematical Statistics | xi | Englisch | 2019 | Springer | EAN 9783030150167 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr.…17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Editore: Springer Verlag, 2019
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Paperback. Condizione: Brand New. 118 pages. 9.25x6.10x0.24 inches. In Stock.
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 classicalweak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.
Lingua: Inglese
Editore: Springer, 2019
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 resu…lts. 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. 116 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2019
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Condizione: New. Print on Demand pp. 104.
Lingua: Inglese
Editore: Springer, 2019
Serie: SpringerBriefs in Probability and Mathematical Statistics, Libro 8 di 12. Libro 8 di 12 - SpringerBriefs in Probability and Mathematical Statistics
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Condizione: New. PRINT ON DEMAND pp. 104.
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 classicalweak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 116 pp. Englisch.
Editore: Springer International Publishing, 2019
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Covers connections between infinite divisibility and Stein s methodFirst to propose a general and unifying Stein s methodology for infinitely divisible law with finite first momentProvides quantitative versions .
