On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Opis: 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. On Stein's Method for Infinitely Divisible Laws with Finite First Moment jest dostępny w sprzedaży w kategorii księgarnia ( E-booki ) [ E-Beletrystyka ] w cenie 247 zł i 10 gr (dwieście czterdzieści siedem złoych i dziesięć groszy), Marka tego produktu jest nieznana.. Produkt jest nowy, a oferta jest dostępna na sprzedaż po kliknięciu w kup teraz lub w przycisk więcej informacji. Numer oferty : 2631820. Następna oferta to Die Welt der Traditionssegler. Tą ofertę wyświetlono piętnaście razy.| Numer dostawcy | 44084 |
| ID | b586241c-a6f3-44e7-9641-66e625154e60 |
| Ostatnia zmiana | 1675140791923 |
| Waluta | PLN |
| Dostępność | 1 |
| Kategoria | Księgarnia/E-booki/E-Beletrystyka |
| Numer produktu | 2631820 |
| Wyświetleń | 15 |
| Oferta sklepu | Zobacz ofertę sklepu |
| Format | |
| Rok wydania | 2019 |
| ISBN | 9783030150174 |
| Wydawnictwo | Springer International Publishing |
| Autor | Benjamin Arras |