Articles liés à On Stein’s Method for Infinitely Divisible Laws...
Synopsis
1 Introduction.- 2 Preliminaries.- 3 Characterization and Coupling.- 4 General Upper Bounds by Fourier Methods.- 5 Solution to Stein's Equation for Self-Decomposable Laws.- 6 Applications to Sums of Independent Random Variables.
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Edité par
Springer Nature Switzerland AG, CH, 2019
ISBN 10 : 303015016X
ISBN 13 : 9783030150167
Neuf
Paperback
Vendeur : Rarewaves.com UK, London, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : 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 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. N° de réf. du vendeur LU-9783030150167
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment (SpringerBriefs in Probability and Mathematical Statistics)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9783030150167_new
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment (SpringerBriefs in Probability and Mathematical Statistics)
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9783030150167
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Edité par
Springer Nature Switzerland AG, CH, 2019
ISBN 10 : 303015016X
ISBN 13 : 9783030150167
Neuf
Paperback
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : 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 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. N° de réf. du vendeur LU-9783030150167
Quantité disponible : Plus de 20 disponibles
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OnStein'sMethodforInfinitelyDivisibleLawswithFiniteFirstMoment
Edité par
Springer International Publishing Apr 2019, 2019
ISBN 10 : 303015016X
ISBN 13 : 9783030150167
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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 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. 116 pp. Englisch. N° de réf. du vendeur 9783030150167
Quantité disponible : 2 disponible(s)
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OnStein\ sMethodforInfinitelyDivisibleLawswithFiniteFirstMoment
impression à la demandeVendeur : moluna, Greven, Allemagne
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Etat : 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 . N° de réf. du vendeur 269809525
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OnStein'sMethodforInfinitelyDivisibleLawswithFiniteFirstMoment
ISBN 10 : 303015016X
ISBN 13 : 9783030150167
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9783030150167
Quantité disponible : 1 disponible(s)
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OnStein'sMethodforInfinitelyDivisibleLawswithFiniteFirstMoment
ISBN 10 : 303015016X
ISBN 13 : 9783030150167
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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 GmbH, Tiergartenstr. 17, 69121 Heidelberg 116 pp. Englisch. N° de réf. du vendeur 9783030150167
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Onstein'smethodforinfinitelydivisiblelawswithfinitefirstmoment
ISBN 10 : 303015016X
ISBN 13 : 9783030150167
Neuf
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. N° de réf. du vendeur 35194666-n
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment (SpringerBriefs in Probability and Mathematical Statistics)
Vendeur : Best Price, Torrance, CA, Etats-Unis
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Etat : New. SUPER FAST SHIPPING. N° de réf. du vendeur 9783030150167
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