Téléchargez le livre : On Stein's Method for Infinitely Divisible Laws with Finite First Moment

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

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Paru le : 2019-04-24

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 ident...
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Description du livre

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 classicalweak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.

À propos

Auteur
Benjamin Arras , Christian Houdré
Éditeur
Springer
Collection
SpringerBriefs in Probability and Mathematical Statistics
Parution
2019-04-24
Pages
104 pages
EAN papier
9783030150167

Auteur(s) du livre


Defaut-Illustration Benjamin Arras
Defaut-Illustration Christian Houdré

Caractéristiques détaillées - droits

EAN PDF
9783030150174
Prix
52,74 €
Nombre pages copiables
1
Nombre pages imprimables
10
Taille du fichier
1874 Ko
Ce livre est accessible aux handicaps informations d'accessibilité
EAN EPUB
9783030150174
Prix
52,74 €
Nombre pages copiables
1
Nombre pages imprimables
10
Taille du fichier
9769 Ko
Ce livre est accessible aux handicaps informations d'accessibilité

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