Strong Approximations in Probability and Statistics
Title | Strong Approximations in Probability and Statistics PDF eBook |
Author | M. Csörgo |
Publisher | Academic Press |
Pages | 287 |
Release | 2014-07-10 |
Genre | Mathematics |
ISBN | 1483268047 |
Strong Approximations in Probability and Statistics presents strong invariance type results for partial sums and empirical processes of independent and identically distributed random variables (IIDRV). This seven-chapter text emphasizes the applicability of strong approximation methodology to a variety of problems of probability and statistics. Chapter 1 evaluates the theorems for Wiener and Gaussian processes that can be extended to partial sums and empirical processes of IIDRV through strong approximation methods, while Chapter 2 addresses the problem of best possible strong approximations of partial sums of IIDRV by a Wiener process. Chapters 3 and 4 contain theorems concerning the one-time parameter Wiener process and strong approximation for the empirical and quantile processes based on IIDRV. Chapter 5 demonstrate the validity of previously discussed theorems, including Brownian bridges and Kiefer process, for empirical and quantile processes. Chapter 6 illustrate the approximation of defined sequences of empirical density, regression, and characteristic functions by appropriate Gaussian processes. Chapter 7 deal with the application of strong approximation methodology to study weak and strong convergence properties of random size partial sum and empirical processes. This book will prove useful to mathematicians and advance mathematics students.
Weighted Approximations in Probability and Statistics
Title | Weighted Approximations in Probability and Statistics PDF eBook |
Author | Miklos Csorgo |
Publisher | |
Pages | 458 |
Release | |
Genre | |
ISBN | 9780608220970 |
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
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.
Probability Approximations via the Poisson Clumping Heuristic
Title | Probability Approximations via the Poisson Clumping Heuristic PDF eBook |
Author | David Aldous |
Publisher | Springer |
Pages | 0 |
Release | 2010-12-01 |
Genre | Mathematics |
ISBN | 9781441930880 |
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.
Approximation Methods in Probability Theory
Title | Approximation Methods in Probability Theory PDF eBook |
Author | Vydas Čekanavičius |
Publisher | Springer |
Pages | 283 |
Release | 2016-06-16 |
Genre | Mathematics |
ISBN | 3319340727 |
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.
Approximate Computation of Expectations
Title | Approximate Computation of Expectations PDF eBook |
Author | Charles Stein |
Publisher | IMS |
Pages | 172 |
Release | 1986 |
Genre | Mathematics |
ISBN | 9780940600089 |