Related Books

An Introduction to Stein's Method
Language: en
Pages: 240
Authors: A. D. Barbour
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: World Scientific

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A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical
Normal Approximation by Stein’s Method
Language: en
Pages: 411
Authors: Louis H.Y. Chen
Categories: Mathematics
Type: BOOK - Published: 2010-10-13 - Publisher: Springer Science & Business Media

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Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizi
Stein's Method and Applications
Language: en
Pages: 320
Authors: A. D. Barbour
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: World Scientific

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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
On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Language: en
Pages: 104
Authors: Benjamin Arras
Categories: Mathematics
Type: BOOK - Published: 2019-04-24 - Publisher: Springer

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This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. T
Approximate Computation of Expectations
Language: en
Pages: 172
Authors: Charles Stein
Categories: Mathematics
Type: BOOK - Published: 1986 - Publisher: IMS

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