Approximation, Probability, and Related Fields
Title | Approximation, Probability, and Related Fields PDF eBook |
Author | George A. Anastassiou |
Publisher | Springer Science & Business Media |
Pages | 441 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 1461524946 |
Proceedings of a conference held in Santa Barbara, California, May 20-22, 1993
Quantitative Approximations
Title | Quantitative Approximations PDF eBook |
Author | George Anastassiou |
Publisher | CRC Press |
Pages | 626 |
Release | 2000-09-15 |
Genre | Mathematics |
ISBN | 9781584882213 |
Quantitative approximation methods apply in many diverse fields of research-neural networks, wavelets, partial differential equations, probability and statistics, functional analysis, and classical analysis to name just a few. For the first time in book form, Quantitative Approximations provides a thorough account of all of the significant developments in the area of contemporary quantitative mathematics. It offers readers the unique opportunity of approaching the field under the guidance of an expert. Among the book's outstanding features is the inclusion of the introductory chapter that summarizes the primary and most useful results. This section serves not only as a more detailed table of contents for those new to an area of application, but also as a quick reference for more seasoned researchers. The author describes all of the pertinent mathematical entities precisely and concretely. His approach and proofs are straightforward and constructive, making Quantitative Approximations accessible and valuable to researchers and graduate students alike.
Normal Approximation by Stein’s Method
Title | Normal Approximation by Stein’s Method PDF eBook |
Author | Louis H.Y. Chen |
Publisher | Springer Science & Business Media |
Pages | 411 |
Release | 2010-10-13 |
Genre | Mathematics |
ISBN | 3642150071 |
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.
Quantitative Approximations
Title | Quantitative Approximations PDF eBook |
Author | George A. Anastassiou |
Publisher | Chapman and Hall/CRC |
Pages | 624 |
Release | 2000 |
Genre | Approximation theory |
ISBN | 9780429181795 |
Quantitative approximation methods apply in many diverse fields of research-neural networks, wavelets, partial differential equations, probability and statistics, functional analysis, and classical analysis to name just a few. For the first time in book form, Quantitative Approximations provides a thorough account of all of the significant developments in the area of contemporary quantitative mathematics. It offers readers the unique opportunity of approaching the field under the guidance of an expert.Among the book's outstanding features is the inclusion of the introductory chapter that summarizes the primary and most useful results. This section serves not only as a more detailed table of contents for those new to an area of application, but also as a quick reference for more seasoned researchers.The author describes all of the pertinent mathematical entities precisely and concretely. His approach and proofs are straightforward and constructive, making Quantitative Approximations accessible and valuable to researchers and graduate students alike.
Probability Approximations and Beyond
Title | Probability Approximations and Beyond PDF eBook |
Author | Andrew Barbour |
Publisher | Springer Science & Business Media |
Pages | 166 |
Release | 2011-12-08 |
Genre | Mathematics |
ISBN | 1461419662 |
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.
Stochastic Approximation
Title | Stochastic Approximation PDF eBook |
Author | M. T. Wasan |
Publisher | Cambridge University Press |
Pages | 220 |
Release | 2004-06-03 |
Genre | Mathematics |
ISBN | 9780521604857 |
A rigorous mathematical treatment of the technique for studying the properties of an experimental situation.
An Introduction to Stein's Method
Title | An Introduction to Stein's Method PDF eBook |
Author | A. D. Barbour |
Publisher | World Scientific |
Pages | 240 |
Release | 2005 |
Genre | Mathematics |
ISBN | 981256280X |
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.