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Stein Chen Method For Compound Poisson Approximation
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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.
Book Synopsis Stein-Chen method for compound Poisson approximation by : Malgorzata Roos
Download or read book Stein-Chen method for compound Poisson approximation written by Malgorzata Roos and published by . This book was released on 1993 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stein-Chen Method for Compound Poisson Approximation by : Małgorzata S. Roos-Stańko
Download or read book Stein-Chen Method for Compound Poisson Approximation written by Małgorzata S. Roos-Stańko and published by . This book was released on 1993 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Book Synopsis Compound Poisson Approximation for Nonnegative Random Variables Via Stein's Method by : A. D. Barbour
Download or read book Compound Poisson Approximation for Nonnegative Random Variables Via Stein's Method written by A. D. Barbour and published by . This book was released on 1990 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 319 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.
Book Synopsis Poisson Approximation by : A. D. Barbour
Download or read book Poisson Approximation written by A. D. Barbour and published by . This book was released on 1992 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Poisson "law of small numbers" is a central principle in modern theories of reliability, insurance, and the statistics of extremes. It also has ramifications in apparently unrelated areas, such as the description of algebraic and combinatorial structures, and the distribution of prime numbers. Yet despite its importance, the law of small numbers is only an approximation. In 1975, however, a new technique was introduced, the Stein-Chen method, which makes it possible to estimate the accuracy of the approximation in a wide range of situations. This book provides an introduction to the method, and a varied selection of examples of its application, emphasizing the flexibility of the technique when combined with a judicious choice of coupling. It also contains more advanced material, in particular on compound Poisson and Poisson process approximation, where the reader is brought to the boundaries of current knowledge. The study will be of special interest to postgraduate students and researchers in applied probability as well as computer scientists.
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.
Book Synopsis Comment on 'Poisson Approximation and the Chen-Stein Method' by Arratia, Goldstein and Gordon by : L. H. Y. Chen
Download or read book Comment on 'Poisson Approximation and the Chen-Stein Method' by Arratia, Goldstein and Gordon written by L. H. Y. Chen and published by . This book was released on 1990 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Poisson Approximation Using the Stein-Chen Method and Coupling by : M. Raab
Download or read book Poisson Approximation Using the Stein-Chen Method and Coupling written by M. Raab and published by . This book was released on 1995 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Poisson Approximation with the Stein-Chen Method and Coupling by : A. D. Barbour
Download or read book Poisson Approximation with the Stein-Chen Method and Coupling written by A. D. Barbour and published by . This book was released on 1988 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Poisson Approximation Using the Stein-Chen Method and Coupling by : Lars Holst
Download or read book Poisson Approximation Using the Stein-Chen Method and Coupling written by Lars Holst and published by . This book was released on 1988 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 1999-09 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Scan statistics are used in many areas of science and technology to analyze the occurence of observed clusters of events in time and space. The goal is to determine whether an observed cluster of events occurred by chance if it is assumed that the observed events follow a specified probability model. Scan Statistics and Applications is a comprehensive, edited survey that brings together the work of leading authorities to present the most current advances in theory and methodology for this new area of statistical research and application. The chapters contain broad coverage of theory and new analytical and computational methods and techniques in four categories: introductory survey, discrete scan statistics, continuous scan statistics, and applications. Features and Topics:* Comprehensive introductory survey chapter* Discrete scan statistics* Finite Markov chain imbedding* Continuous scan statistics* Spatial scan statistics* Applications in DNA sequence analysis* Monte Carlo approaches to testing order statistics and spacing The book is a valuable resource and state-of-the-art reference for all practitioners, researchers, and professionals in applied probability and statistics who use scan statistics in their work.nbsp;
Book Synopsis Poisson Approximation Using the Stein-Chen Method and Coupling: Applications on Sums of Negatively Associated Indicators by : Lars Holst
Download or read book Poisson Approximation Using the Stein-Chen Method and Coupling: Applications on Sums of Negatively Associated Indicators written by Lars Holst and published by . This book was released on 1988 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Probability Approximations via the Poisson Clumping Heuristic by : David Aldous
Download or read book Probability Approximations via the Poisson Clumping Heuristic written by David Aldous and published by Springer. This book was released on 2010-12-01 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sample paths have local maxima but not points of increase, and how nearly do they have points of increase? Given two long strings of letters drawn i. i. d. from a finite alphabet, how long is the longest consecutive (resp. non-consecutive) substring appearing in both strings? If an imaginary particle performs a simple random walk on the vertices of a high-dimensional cube, how long does it take to visit every vertex? If a particle moves under the influence of a potential field and random perturbations of velocity, how long does it take to escape from a deep potential well? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey? If you take a large i. i. d. sample from a 2-dimensional rotationally-invariant distribution, what is the maximum over all half-spaces of the deviation between the empirical and true distributions? These questions cover a wide cross-section of theoretical and applied probability. The common theme is that they all deal with maxima or min ima, in some sense.
Book Synopsis Normal Approximation by Stein’s Method by : Louis H.Y. Chen
Download or read book Normal Approximation by Stein’s Method written by Louis H.Y. Chen and published by Springer Science & Business Media. This book was released on 2010-10-13 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, it is able to provide approximation error bounds in a wide variety of situations, even in the presence of complicated dependence. Use of the method thus opens the door to the analysis of random phenomena arising in areas including statistics, physics, and molecular biology. Though Stein's method for normal approximation is now mature, the literature has so far lacked a complete self contained treatment. This volume contains thorough coverage of the method’s fundamentals, includes a large number of recent developments in both theory and applications, and will help accelerate the appreciation, understanding, and use of Stein's method by providing the reader with the tools needed to apply it in new situations. It addresses researchers as well as graduate students in Probability, Statistics and Combinatorics.
Book Synopsis On Stein-Chen Factors for Poisson Approximation by : Timothy C. Brown
Download or read book On Stein-Chen Factors for Poisson Approximation written by Timothy C. Brown and published by . This book was released on 1994 with total page 4 pages. Available in PDF, EPUB and Kindle. Book excerpt: