Compound Poisson approximation in total variation

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (955 download)

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Book Synopsis Compound Poisson approximation in total variation by : A.D. Barbour

Download or read book Compound Poisson approximation in total variation written by A.D. Barbour and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Compound Poisson Approximation

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Publisher : CRC Press
ISBN 13 : 1040037275
Total Pages : 320 pages
Book Rating : 4.0/5 (4 download)

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Book Synopsis Compound Poisson Approximation by : V. Čekanavičius

Download or read book Compound Poisson Approximation written by V. Čekanavičius and published by CRC Press. This book was released on 2024-08-21 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. It has important applications in insurance, extreme value theory, reliability theory, mathematical biology, and more. Compound Poisson Approximation synthesizes the most important recent research in the field in a single volume. With an extensive list of references, open problems, and exercises, it will become the standard reference book on the topic. Features • Provides a comprehensive overview of this rapidly expanding field • Synthesizes the most important research results of recent years • Presents an array of special topics • Provides the reader with a set of tools needed for research and education The book is of interest to researchers and postgraduate students from probability, statistics, and mathematics.

Compound Poisson Approximations for Sums of Random Variables

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Publisher :
ISBN 13 :
Total Pages : 17 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis Compound Poisson Approximations for Sums of Random Variables by : R. F. Serfozo

Download or read book Compound Poisson Approximations for Sums of Random Variables written by R. F. Serfozo and published by . This book was released on 1985 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: This document shows that a sum of dependent random variables is approximately compound Poisson when the variables are rarely nonzero and, given they are nonzero, their conditional distributions are nearly identical. It give several upper bounds on the total-variation distance between the distribution of such a sum and a compund Poisson distribution. Included is an example for Markovian occurrences of a rare event. The bounds are consistent with those that are known for Poisson approximations for sums of uniformly small random variables. (Author).

An Introduction to Stein's Method

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Publisher : World Scientific
ISBN 13 : 981256280X
Total Pages : 240 pages
Book Rating : 4.8/5 (125 download)

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Book Synopsis An Introduction to Stein's Method by : A. D. Barbour

Download or read book An Introduction to Stein's Method written by A. D. Barbour and published by World Scientific. This book was released on 2005 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using Fourier analysis, become awkward to carry through in situations in which dependence plays an important part, whereas Stein's method can often still be applied to great effect. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence. Nor is there in principle any restriction on the distribution to be approximated; it can equally well be normal, or Poisson, or that of the whole path of a random process, though the techniques have so far been worked out in much more detail for the classical approximation theorems.This volume of lecture notes provides a detailed introduction to the theory and application of Stein's method, in a form suitable for graduate students who want to acquaint themselves with the method. It includes chapters treating normal, Poisson and compound Poisson approximation, approximation by Poisson processes, and approximation by an arbitrary distribution, written by experts in the different fields. The lectures take the reader from the very basics of Stein's method to the limits of current knowledge.

Poisson Approximation for Excursions of Adaptive Algorithms

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Publisher :
ISBN 13 :
Total Pages : 196 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Poisson Approximation for Excursions of Adaptive Algorithms by : Adel A. Zerai

Download or read book Poisson Approximation for Excursions of Adaptive Algorithms written by Adel A. Zerai and published by . This book was released on 1994 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Processes: Theory and Methods

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Publisher : Gulf Professional Publishing
ISBN 13 : 9780444500144
Total Pages : 990 pages
Book Rating : 4.5/5 (1 download)

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Book Synopsis Stochastic Processes: Theory and Methods by : D N Shanbhag

Download or read book Stochastic Processes: Theory and Methods written by D N Shanbhag and published by Gulf Professional Publishing. This book was released on 2001 with total page 990 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume in the series contains chapters on areas such as pareto processes, branching processes, inference in stochastic processes, Poisson approximation, Levy processes, and iterated random maps and some classes of Markov processes. Other chapters cover random walk and fluctuation theory, a semigroup representation and asymptomatic behavior of certain statistics of the Fisher-Wright-Moran coalescent, continuous-time ARMA processes, record sequence and their applications, stochastic networks with product form equilibrium, and stochastic processes in insurance and finance. Other subjects include renewal theory, stochastic processes in reliability, supports of stochastic processes of multiplicity one, Markov chains, diffusion processes, and Ito's stochastic calculus and its applications. c. Book News Inc.

Probability Towards 2000

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Publisher : Springer Science & Business Media
ISBN 13 : 1461222249
Total Pages : 370 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Probability Towards 2000 by : L. Accardi

Download or read book Probability Towards 2000 written by L. Accardi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Senior probabilists from around the world with widely differing specialities gave their visions of the state of their specialty, why they think it is important, and how they think it will develop in the new millenium. The volume includes papers given at a symposium at Columbia University in 1995, but papers from others not at the meeting were added to broaden the coverage of areas. All papers were refereed.

DNA, Words and Models

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Publisher : Cambridge University Press
ISBN 13 : 9780521847292
Total Pages : 168 pages
Book Rating : 4.8/5 (472 download)

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Book Synopsis DNA, Words and Models by : Stéphane Robin

Download or read book DNA, Words and Models written by Stéphane Robin and published by Cambridge University Press. This book was released on 2005-10-13 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description

Stein's Method and Applications

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Publisher : World Scientific
ISBN 13 : 9812562818
Total Pages : 320 pages
Book Rating : 4.8/5 (125 download)

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Book Synopsis Stein's Method and Applications by : A. D. Barbour

Download or read book Stein's Method and Applications written by A. D. Barbour and published by World Scientific. This book was released on 2005 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 method, but it is still a highly active field of research, with many outstanding problems, both theoretical and in applications. This volume, the proceedings of a workshop held in honour of Charles Stein in Singapore, August 1983, contains contributions from many of the mathematicians at the forefront of this effort. It provides a cross-section of the work currently being undertaken, with many pointers to future directions. The papers in the collection include applications to the study of random binary search trees, Brownian motion on manifolds, Monte-Carlo integration, Edgeworth expansions, regenerative phenomena, the geometry of random point sets, and random matrices.

Applied Combinatorics on Words

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Publisher : Cambridge University Press
ISBN 13 : 9780521848022
Total Pages : 646 pages
Book Rating : 4.8/5 (48 download)

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Book Synopsis Applied Combinatorics on Words by : M. Lothaire

Download or read book Applied Combinatorics on Words written by M. Lothaire and published by Cambridge University Press. This book was released on 2005-07-11 with total page 646 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description

Statistics in Molecular Biology and Genetics

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Publisher : IMS
ISBN 13 : 9780940600478
Total Pages : 324 pages
Book Rating : 4.6/5 (4 download)

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Book Synopsis Statistics in Molecular Biology and Genetics by : Françoise Seillier-Moiseiwitsch

Download or read book Statistics in Molecular Biology and Genetics written by Françoise Seillier-Moiseiwitsch and published by IMS. This book was released on 1999 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability and Statistical Models with Applications

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Publisher : CRC Press
ISBN 13 : 1420036084
Total Pages : 665 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Probability and Statistical Models with Applications by : CH. A. Charalambides

Download or read book Probability and Statistical Models with Applications written by CH. A. Charalambides and published by CRC Press. This book was released on 2000-09-21 with total page 665 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph of carefully collected articles reviews recent developments in theoretical and applied statistical science, highlights current noteworthy results and illustrates their applications; and points out possible new directions to pursue. With its enlightening account of statistical discoveries and its numerous figures and tables, Probabili

Approximation Methods in Probability Theory

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Publisher : Springer
ISBN 13 : 3319340727
Total Pages : 283 pages
Book Rating : 4.3/5 (193 download)

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Book Synopsis Approximation Methods in Probability Theory by : Vydas Čekanavičius

Download or read book Approximation Methods in Probability Theory written by Vydas Čekanavičius and published by Springer. This book was released on 2016-06-16 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion formulas, the Stein method as well as the methods of convolutions and triangle function. Emphasising the correct usage of the methods presented, each step required for the proofs is examined in detail. As a result, this textbook provides valuable tools for proving approximation theorems. While Approximation Methods in Probability Theory will appeal to everyone interested in limit theorems of probability theory, the book is particularly aimed at graduate students who have completed a standard intermediate course in probability theory. Furthermore, experienced researchers wanting to enlarge their toolkit will also find this book useful.

Probability Theory and Mathematical Statistics

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3112314085
Total Pages : 752 pages
Book Rating : 4.1/5 (123 download)

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Book Synopsis Probability Theory and Mathematical Statistics by : B. Grigelionis

Download or read book Probability Theory and Mathematical Statistics written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Probability Theory and Mathematical Statistics".

Probability Theory and Mathematical Statistics

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Publisher : VSP
ISBN 13 : 9789067643139
Total Pages : 758 pages
Book Rating : 4.6/5 (431 download)

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Book Synopsis Probability Theory and Mathematical Statistics by : Bronius Grigelionis

Download or read book Probability Theory and Mathematical Statistics written by Bronius Grigelionis and published by VSP. This book was released on 1999 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 7th Vilnius Conference on Probability Theory and Mathematical Statistics was held together with the 22nd European Meeting of Statisticians, 12--18 August 1998. This Proceedings volume contains invited lectures as well as some selected contributed papers. Topics included in the conference are: general inference; time series; statistics and probability in the life sciences; statistics and probability in natural and social science; applied probability; probability.

Scan Statistics and Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 1461215781
Total Pages : 334 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Scan Statistics and Applications by : Joseph Glaz

Download or read book Scan Statistics and Applications written by Joseph Glaz and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of scan statistics and their applications to many different scientific and engineering problems have received considerable attention in the literature recently. In addition to challenging theoretical problems, the area of scan statis tics has also found exciting applications in diverse disciplines such as archaeol ogy, astronomy, epidemiology, geography, material science, molecular biology, reconnaissance, reliability and quality control, sociology, and telecommunica tion. This will be clearly evident when one goes through this volume. In this volume, we have brought together a collection of experts working in this area of research in order to review some of the developments that have taken place over the years and also to present their new works and point out some open problems. With this in mind, we selected authors for this volume with some having theoretical interests and others being primarily concerned with applications of scan statistics. Our sincere hope is that this volume will thus provide a comprehensive survey of all the developments in this area of research and hence will serve as a valuable source as well as reference for theoreticians and applied researchers. Graduate students interested in this area will find this volume to be particularly useful as it points out many open challenging problems that they could pursue. This volume will also be appropriate for teaching a graduate-level special course on this topic.

Probability Approximations and Beyond

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Publisher : Springer Science & Business Media
ISBN 13 : 1461419662
Total Pages : 166 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Probability Approximations and Beyond by : Andrew Barbour

Download or read book Probability Approximations and Beyond written by Andrew Barbour and published by Springer Science & Business Media. This book was released on 2011-12-08 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: In June 2010, a conference, Probability Approximations and Beyond, was held at the National University of Singapore (NUS), in honor of pioneering mathematician Louis Chen. Chen made the first of several seminal contributions to the theory and application of Stein’s method. One of his most important contributions has been to turn Stein’s concentration inequality idea into an effective tool for providing error bounds for the normal approximation in many settings, and in particular for sums of random variables exhibiting only local dependence. This conference attracted a large audience that came to pay homage to Chen and to hear presentations by colleagues who have worked with him in special ways over the past 40+ years. The papers in this volume attest to how Louis Chen’s cutting-edge ideas influenced and continue to influence such areas as molecular biology and computer science. He has developed applications of his work on Poisson approximation to problems of signal detection in computational biology. The original papers contained in this book provide historical context for Chen’s work alongside commentary on some of his major contributions by noteworthy statisticians and mathematicians working today.