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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Springer


Collection :

SpringerBriefs in Probability and Mathematical Statistics

Paru le : 2019-04-24

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Description
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.
Pages
104 pages
Collection
SpringerBriefs in Probability and Mathematical Statistics
Parution
2019-04-24
Marque
Springer
EAN papier
9783030150167
EAN PDF
9783030150174
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
10
Taille du fichier
1874 Ko
Prix
52,74 €
EAN EPUB
9783030150174
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
10
Taille du fichier
9769 Ko
Prix
52,74 €

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