1.

Record Nr.

UNINA9910450192503321

Titolo

Stein's method and applications [[electronic resource] /] / [edited by] A.D. Barbour, Louis H.Y. Chen

Pubbl/distr/stampa

Singapore, : Singapore University Press

New Jersey ; ; Hong Kong, : World Scientific, c2005

ISBN

1-281-88079-5

9786611880798

981-256-767-4

Descrizione fisica

1 online resource (319 p.)

Collana

Lecture notes series / Institute for Mathematical Sciences, National University of Singapore ; ; 5

Altri autori (Persone)

SteinCharles <1929->

BarbourA. D

ChenLouis H. Y <1940-> (Louis Hsiao Yun)

Disciplina

519.2/4

Soggetti

Distribution (Probability theory)

Approximation theory

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"... contains the proceedings of a workshop which took place during the meeting Stein's Method and Applications: A Program in Honor of Charles Stein, held in Singapore at the Institute for Mathematical Sciences, from 28 July to 31 August 2003."--Pref.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

CONTENTS; FOREWORD; PREFACE; Zero biasing in one and higher dimensions, and applications; Poisson limit theorems for the appearances of attributes; Normal approximation in geometric probability; Stein's method, Edgeworth's expansions and a formula of Barbour; Stein's method for compound Poisson approximation via immigration-death processes; The central limit theorem for the independence number for minimal spanning trees in the unit square; Stein's method, Markov renewal point processes, and strong memoryless times; Multivariate Poisson-binomial approximation using Stein's method

An explicit Berry-Esseen bound for Student's t-statistic via Stein's methodAn application of Stein's method to maxima in hypercubes;



Exact expectations of minimal spanning trees for graphs with random edge weights; Limit theorems for spectra of random matrices with martingale structure; Characterization of Brownian motion on manifolds through integration by parts; On the asymptotic distribution of some randomized quadrature rules; The permutation distribution of matrix correlation statistics; Applications of Stein's method in the analysis of random binary search trees

Sommario/riassunto

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 method, but it is still a highly active field of research, with many outstanding problems, both theoretical and in applications. This volume, the proceedings of a workshop held in honour of Charles Stein in Singapore, August 2003, contains contributions from many of the mathematicians at the forefront of this effort. It provides a cross-section of the work currently being undertaken, with many pointers to future directions. The papers i