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An Introduction to Stein's Method
Language: en
Pages: 240
Authors: A. D. Barbour
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: World Scientific

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A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical
Normal Approximation by Stein’s Method
Language: en
Pages: 411
Authors: Louis H.Y. Chen
Categories: Mathematics
Type: BOOK - Published: 2010-10-13 - Publisher: Springer Science & Business Media

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Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizi
Stein's Method and Applications
Language: en
Pages: 320
Authors: A. D. Barbour
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: World Scientific

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Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the
An Introduction to Stein's Method
Language: en
Pages: 239
Authors: A. D. Barbour
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: World Scientific

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A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical
On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Language: en
Pages: 111
Authors: Benjamin Arras
Categories: Mathematics
Type: BOOK - Published: 2019-04-24 - Publisher: Springer

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This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. T