Edité par Springer Nature Switzerland AG, CH, 2019
ISBN 10 : 303015016X ISBN 13 : 9783030150167
Langue: anglais
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
EUR 34,84
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Ajouter au panierPaperback. 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.
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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Ajouter au panierPaperback. Etat : New.
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Ajouter au panierEtat : New. In.
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
EUR 52,28
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Ajouter au panierEtat : New.
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Ajouter au panierEtat : New. pp. 104.
Edité par Springer Nature Switzerland AG, CH, 2019
ISBN 10 : 303015016X ISBN 13 : 9783030150167
Langue: anglais
Vendeur : Rarewaves.com UK, London, Royaume-Uni
EUR 31,44
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierPaperback. 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.
Vendeur : Majestic Books, Hounslow, Royaume-Uni
EUR 77,13
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Ajouter au panierEtat : New. Print on Demand pp. 104.
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
EUR 79,12
Autre deviseQuantité disponible : 4 disponible(s)
Ajouter au panierEtat : New. PRINT ON DEMAND pp. 104.