Normal Approximation by Stein’s Method

Download Normal Approximation by Stein’s Method PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3642150071
Total Pages : 411 pages
Book Rating : 4.6/5 (421 download)

DOWNLOAD NOW!


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.

On Stein's Method for Infinitely Divisible Laws with Finite First Moment

Download On Stein's Method for Infinitely Divisible Laws with Finite First Moment PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3030150178
Total Pages : 104 pages
Book Rating : 4.0/5 (31 download)

DOWNLOAD NOW!


Book Synopsis On Stein's Method for Infinitely Divisible Laws with Finite First Moment by : Benjamin Arras

Download or read book On Stein's Method for Infinitely Divisible Laws with Finite First Moment written by Benjamin Arras and published by Springer. This book was released on 2019-04-24 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

An Introduction to Stein's Method

Download An Introduction to Stein's Method PDF Online Free

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

DOWNLOAD NOW!


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.

Stein's Method and Applications

Download Stein's Method and Applications PDF Online Free

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

DOWNLOAD NOW!


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.

Stein's Method

Download Stein's Method PDF Online Free

Author :
Publisher : IMS
ISBN 13 : 9780940600621
Total Pages : 154 pages
Book Rating : 4.6/5 (6 download)

DOWNLOAD NOW!


Book Synopsis Stein's Method by : Persi Diaconis

Download or read book Stein's Method written by Persi Diaconis and published by IMS. This book was released on 2004 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: "These papers were presented and developed as expository talks at a summer-long workshop on Stein's method at Stanford's Department of Statistics in 1998."--P. iii.

An Introduction to Stein's Method

Download An Introduction to Stein's Method PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 981256280X
Total Pages : 239 pages
Book Rating : 4.8/5 (125 download)

DOWNLOAD NOW!


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 239 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.

Stein's Method And Applications

Download Stein's Method And Applications PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9814480649
Total Pages : 319 pages
Book Rating : 4.8/5 (144 download)

DOWNLOAD NOW!


Book Synopsis Stein's Method And Applications by : Louis Hsiao Yun Chen

Download or read book Stein's Method And Applications written by Louis Hsiao Yun Chen and published by World Scientific. This book was released on 2005-05-03 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 2003, 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.

Normal Approximations with Malliavin Calculus

Download Normal Approximations with Malliavin Calculus PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 1107017777
Total Pages : 255 pages
Book Rating : 4.1/5 (7 download)

DOWNLOAD NOW!


Book Synopsis Normal Approximations with Malliavin Calculus by : Ivan Nourdin

Download or read book Normal Approximations with Malliavin Calculus written by Ivan Nourdin and published by Cambridge University Press. This book was released on 2012-05-10 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.

Approximate Computation of Expectations

Download Approximate Computation of Expectations PDF Online Free

Author :
Publisher : IMS
ISBN 13 : 9780940600089
Total Pages : 172 pages
Book Rating : 4.6/5 ( download)

DOWNLOAD NOW!


Book Synopsis Approximate Computation of Expectations by : Charles Stein

Download or read book Approximate Computation of Expectations written by Charles Stein and published by IMS. This book was released on 1986 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stein On Writing

Download Stein On Writing PDF Online Free

Author :
Publisher : St. Martin's Press
ISBN 13 : 1466864990
Total Pages : 320 pages
Book Rating : 4.4/5 (668 download)

DOWNLOAD NOW!


Book Synopsis Stein On Writing by : Sol Stein

Download or read book Stein On Writing written by Sol Stein and published by St. Martin's Press. This book was released on 2014-02-11 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Your future as a writer is in your hands. Whether you are a newcomer or an accomplished professional, a novelist, story writer, or a writer of nonfiction, you will find this book a wealth of immediately useful guidance not available anywhere else. As Sol Stein, renowned editor, author, and instructor, explains, "This is not a book of theory. It is a book of useable solutions-- how to fix writing that is flawed, how to improve writing that is good, how to create interesting writing in the first place." You will find one of the great unspoken secrets of craftsmanship in Chapter 5, called "Markers: The Key to Swift Characterization." In Chapter 7, Stein reveals for he first time in print the wonderful system for creating instant conflict developed in the Playwrights Group of the Actors Studio, of which he was a founder. In "Secrets of Good Dialogue," the premier teacher of dialogue gives you the instantly useable techniques that not only make verbal exchanges exciting but that move the story forward immediately. You won't need to struggle with flashbacks or background material after you've read Chapter 14, which shows you how to bring background into the foreground. Writers of both fiction and nonfiction will relish the amphetamines for speeding up pace, and the many ways to liposuction flab, as well as how to tap originality and recognize what successful titles have in common. You'll discover literary values that enhance writing, providing depth and resonance. You'll bless the day you read Chapters 32 and 33 and discover why revising by starting at page one can be a serious mistake, and how to revise without growing cold on your manuscript. In the pages of this book, nonfiction writers will find a passport to the new revolution in journalism and a guide to using the techniques of fiction to enhance nonfiction. Fresh, useful, informative, and fun to read and reread, Stein on Writing is a book you will mark up, dog-ear, and cherish.

Complex Stochastic Systems

Download Complex Stochastic Systems PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 9781420035988
Total Pages : 306 pages
Book Rating : 4.0/5 (359 download)

DOWNLOAD NOW!


Book Synopsis Complex Stochastic Systems by : O.E. Barndorff-Nielsen

Download or read book Complex Stochastic Systems written by O.E. Barndorff-Nielsen and published by CRC Press. This book was released on 2000-08-09 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications. A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references. Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system. State Space and Hidden Markov Models by Hans R. Künschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics. Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology. Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions. Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds. Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.

The Method and Message of Jesus' Teachings

Download The Method and Message of Jesus' Teachings PDF Online Free

Author :
Publisher : Westminster John Knox Press
ISBN 13 : 9780664255138
Total Pages : 228 pages
Book Rating : 4.2/5 (551 download)

DOWNLOAD NOW!


Book Synopsis The Method and Message of Jesus' Teachings by : Robert H. Stein

Download or read book The Method and Message of Jesus' Teachings written by Robert H. Stein and published by Westminster John Knox Press. This book was released on 1994-01-01 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This useful and practical book provides the college student, seminarian, church study group, and interested lay person with a much-needed introductory guide on the "how" (method) and the "what" (message) of Jesus' teachings. In this revised edition, Robert Stein updates his classic work, adds a new bibliography, and introduces use of the New Revised Standard Version of the Bible, bringing this important text to a new generation of students.

Probability and Statistical Models with Applications

Download Probability and Statistical Models with Applications PDF Online Free

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

DOWNLOAD NOW!


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

Poisson Approximation

Download Poisson Approximation PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 298 pages
Book Rating : 4.3/5 (91 download)

DOWNLOAD NOW!


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.

Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju

Download Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 981459654X
Total Pages : 618 pages
Book Rating : 4.8/5 (145 download)

DOWNLOAD NOW!


Book Synopsis Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju by : Zhen-qing Chen

Download or read book Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju written by Zhen-qing Chen and published by World Scientific. This book was released on 2014-11-27 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field.

Handbook of Phycological Methods: Culture methods and growth measurements, edited by J. R. Stein

Download Handbook of Phycological Methods: Culture methods and growth measurements, edited by J. R. Stein PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521200493
Total Pages : 536 pages
Book Rating : 4.2/5 (4 download)

DOWNLOAD NOW!


Book Synopsis Handbook of Phycological Methods: Culture methods and growth measurements, edited by J. R. Stein by : Janet R. Stein-Taylor

Download or read book Handbook of Phycological Methods: Culture methods and growth measurements, edited by J. R. Stein written by Janet R. Stein-Taylor and published by Cambridge University Press. This book was released on 1973 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: Isolation and purification; General equipment and methods; Special culture methods; Growth measurements; Bioassay.

Elementary Number Theory: Primes, Congruences, and Secrets

Download Elementary Number Theory: Primes, Congruences, and Secrets PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 0387855254
Total Pages : 173 pages
Book Rating : 4.3/5 (878 download)

DOWNLOAD NOW!


Book Synopsis Elementary Number Theory: Primes, Congruences, and Secrets by : William Stein

Download or read book Elementary Number Theory: Primes, Congruences, and Secrets written by William Stein and published by Springer Science & Business Media. This book was released on 2008-10-28 with total page 173 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a book about prime numbers, congruences, secret messages, and elliptic curves that you can read cover to cover. It grew out of undergr- uate courses that the author taught at Harvard, UC San Diego, and the University of Washington. The systematic study of number theory was initiated around 300B. C. when Euclid proved that there are in?nitely many prime numbers, and also cleverly deduced the fundamental theorem of arithmetic, which asserts that every positive integer factors uniquely as a product of primes. Over a thousand years later (around 972A. D. ) Arab mathematicians formulated the congruent number problem that asks for a way to decide whether or not a given positive integer n is the area of a right triangle, all three of whose sides are rational numbers. Then another thousand years later (in 1976), Di?e and Hellman introduced the ?rst ever public-key cryptosystem, which enabled two people to communicate secretely over a public communications channel with no predetermined secret; this invention and the ones that followed it revolutionized the world of digital communication. In the 1980s and 1990s, elliptic curves revolutionized number theory, providing striking new insights into the congruent number problem, primality testing, publ- key cryptography, attacks on public-key systems, and playing a central role in Andrew Wiles’ resolution of Fermat’s Last Theorem.