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

• Pubblicazione: Singapore, : Singapore University Press; New Jersey ; ; Hong Kong, : World Scientific, c2005
• Descrizione fisica: 1 online resource (319 p.)
• Disciplina: 519.2/4
• Soggetto topico: Distribution (Probability theory); Approximation theory
• Soggetto genere / forma: Electronic books.
• Altri autori: SteinCharles <1929-> BarbourA. D ChenLouis H. Y <1940-> (Louis Hsiao Yun)
• 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
• Titolo autorizzato: Stein's method and applications
• ISBN: 1-281-88079-5; 9786611880798; 981-256-767-4
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910450192503321
• Lo trovi qui: Univ. Federico II
• Serie: Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; ; v. 5.