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

478 kr
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Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
104
ISBN-13:
9783030150167
Indbinding:
Paperback
Udgave:
ISBN-10:
303015016X
Kategori:
Udg. Dato:
26 apr 2019
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer Nature Switzerland AG
Oplagsdato:
26 apr 2019
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