Download or read book Normal Approximation by Stein s Method written by Louis H.Y. Chen and published by Springer Science & Business Media. This book was released on 2010-10-13 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, it is able to provide approximation error bounds in a wide variety of situations, even in the presence of complicated dependence. Use of the method thus opens the door to the analysis of random phenomena arising in areas including statistics, physics, and molecular biology. Though Stein's method for normal approximation is now mature, the literature has so far lacked a complete self contained treatment. This volume contains thorough coverage of the method’s fundamentals, includes a large number of recent developments in both theory and applications, and will help accelerate the appreciation, understanding, and use of Stein's method by providing the reader with the tools needed to apply it in new situations. It addresses researchers as well as graduate students in Probability, Statistics and Combinatorics.
Download or read book An Introduction to Stein s Method written by A. D. Barbour and published by World Scientific. This book was released on 2005 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using Fourier analysis, become awkward to carry through in situations in which dependence plays an important part, whereas Stein's method can often still be applied to great effect. In addition, the method delivers estimates for the error in the approximation, and not just a proof of convergence. Nor is there in principle any restriction on the distribution to be approximated; it can equally well be normal, or Poisson, or that of the whole path of a random process, though the techniques have so far been worked out in much more detail for the classical approximation theorems.This volume of lecture notes provides a detailed introduction to the theory and application of Stein's method, in a form suitable for graduate students who want to acquaint themselves with the method. It includes chapters treating normal, Poisson and compound Poisson approximation, approximation by Poisson processes, and approximation by an arbitrary distribution, written by experts in the different fields. The lectures take the reader from the very basics of Stein's method to the limits of current knowledge.
Download or read book Stein s Method and Applications written by A. D. Barbour and published by World Scientific. This book was released on 2005 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 1983, 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 in the collection include applications to the study of random binary search trees, Brownian motion on manifolds, Monte-Carlo integration, Edgeworth expansions, regenerative phenomena, the geometry of random point sets, and random matrices.
Download or read book On Stein s Method for Infinitely Divisible Laws with Finite First Moment written by Benjamin Arras and published by Springer. This book was released on 2019-04-24 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Approximate Computation of Expectations written by Charles Stein and published by IMS. This book was released on 1986 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stein s Method written by Persi Diaconis and published by IMS. This book was released on 2004 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: "These papers were presented and developed as expository talks at a summer-long workshop on Stein's method at Stanford's Department of Statistics in 1998."--P. iii.
Download or read book Poisson Approximation written by A. D. Barbour and published by . This book was released on 1992 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Poisson "law of small numbers" is a central principle in modern theories of reliability, insurance, and the statistics of extremes. It also has ramifications in apparently unrelated areas, such as the description of algebraic and combinatorial structures, and the distribution of prime numbers. Yet despite its importance, the law of small numbers is only an approximation. In 1975, however, a new technique was introduced, the Stein-Chen method, which makes it possible to estimate the accuracy of the approximation in a wide range of situations. This book provides an introduction to the method, and a varied selection of examples of its application, emphasizing the flexibility of the technique when combined with a judicious choice of coupling. It also contains more advanced material, in particular on compound Poisson and Poisson process approximation, where the reader is brought to the boundaries of current knowledge. The study will be of special interest to postgraduate students and researchers in applied probability as well as computer scientists.
Download or read book Normal Approximations with Malliavin Calculus written by Ivan Nourdin and published by Cambridge University Press. This book was released on 2012-05-10 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.
Download or read book High Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Download or read book Stein On Writing written by Sol Stein and published by St. Martin's Press. This book was released on 2014-02-11 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Your future as a writer is in your hands. Whether you are a newcomer or an accomplished professional, a novelist, story writer, or a writer of nonfiction, you will find this book a wealth of immediately useful guidance not available anywhere else. As Sol Stein, renowned editor, author, and instructor, explains, "This is not a book of theory. It is a book of useable solutions-- how to fix writing that is flawed, how to improve writing that is good, how to create interesting writing in the first place." You will find one of the great unspoken secrets of craftsmanship in Chapter 5, called "Markers: The Key to Swift Characterization." In Chapter 7, Stein reveals for he first time in print the wonderful system for creating instant conflict developed in the Playwrights Group of the Actors Studio, of which he was a founder. In "Secrets of Good Dialogue," the premier teacher of dialogue gives you the instantly useable techniques that not only make verbal exchanges exciting but that move the story forward immediately. You won't need to struggle with flashbacks or background material after you've read Chapter 14, which shows you how to bring background into the foreground. Writers of both fiction and nonfiction will relish the amphetamines for speeding up pace, and the many ways to liposuction flab, as well as how to tap originality and recognize what successful titles have in common. You'll discover literary values that enhance writing, providing depth and resonance. You'll bless the day you read Chapters 32 and 33 and discover why revising by starting at page one can be a serious mistake, and how to revise without growing cold on your manuscript. In the pages of this book, nonfiction writers will find a passport to the new revolution in journalism and a guide to using the techniques of fiction to enhance nonfiction. Fresh, useful, informative, and fun to read and reread, Stein on Writing is a book you will mark up, dog-ear, and cherish.
Download or read book Modular Forms a Computational Approach written by William A. Stein and published by American Mathematical Soc.. This book was released on 2007-02-13 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: This marvellous and highly original book fills a significant gap in the extensive literature on classical modular forms. This is not just yet another introductory text to this theory, though it could certainly be used as such in conjunction with more traditional treatments. Its novelty lies in its computational emphasis throughout: Stein not only defines what modular forms are, but shows in illuminating detail how one can compute everything about them in practice. This is illustrated throughout the book with examples from his own (entirely free) software package SAGE, which really bring the subject to life while not detracting in any way from its theoretical beauty. The author is the leading expert in computations with modular forms, and what he says on this subject is all tried and tested and based on his extensive experience. As well as being an invaluable companion to those learning the theory in a more traditional way, this book will be a great help to those who wish to use modular forms in applications, such as in the explicit solution of Diophantine equations. There is also a useful Appendix by Gunnells on extensions to more general modular forms, which has enough in it to inspire many PhD theses for years to come. While the book's main readership will be graduate students in number theory, it will also be accessible to advanced undergraduates and useful to both specialists and non-specialists in number theory. --John E. Cremona, University of Nottingham William Stein is an associate professor of mathematics at the University of Washington at Seattle. He earned a PhD in mathematics from UC Berkeley and has held positions at Harvard University and UC San Diego. His current research interests lie in modular forms, elliptic curves, and computational mathematics.
Download or read book Elementary Number Theory Primes Congruences and Secrets written by William Stein and published by Springer Science & Business Media. This book was released on 2008-10-28 with total page 173 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a book about prime numbers, congruences, secret messages, and elliptic curves that you can read cover to cover. It grew out of undergr- uate courses that the author taught at Harvard, UC San Diego, and the University of Washington. The systematic study of number theory was initiated around 300B. C. when Euclid proved that there are in?nitely many prime numbers, and also cleverly deduced the fundamental theorem of arithmetic, which asserts that every positive integer factors uniquely as a product of primes. Over a thousand years later (around 972A. D. ) Arab mathematicians formulated the congruent number problem that asks for a way to decide whether or not a given positive integer n is the area of a right triangle, all three of whose sides are rational numbers. Then another thousand years later (in 1976), Di?e and Hellman introduced the ?rst ever public-key cryptosystem, which enabled two people to communicate secretely over a public communications channel with no predetermined secret; this invention and the ones that followed it revolutionized the world of digital communication. In the 1980s and 1990s, elliptic curves revolutionized number theory, providing striking new insights into the congruent number problem, primality testing, publ- key cryptography, attacks on public-key systems, and playing a central role in Andrew Wiles’ resolution of Fermat’s Last Theorem.
Download or read book Normal Approximation and Asymptotic Expansions written by Rabi N. Bhattacharya and published by SIAM. This book was released on 2010-11-11 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: -Fourier analysis, --
Download or read book Handbook of Phycological Methods Culture methods and growth measurements edited by J R Stein written by Janet R. Stein-Taylor and published by Cambridge University Press. This book was released on 1973 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: Isolation and purification; General equipment and methods; Special culture methods; Growth measurements; Bioassay.
Download or read book Interpolation of Spatial Data written by Michael L. Stein and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: A summary of past work and a description of new approaches to thinking about kriging, commonly used in the prediction of a random field based on observations at some set of locations in mining, hydrology, atmospheric sciences, and geography.
Download or read book Harmonic Analysis PMS 43 Volume 43 written by Elias M. Stein and published by Princeton University Press. This book was released on 2016-06-02 with total page 712 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains an exposition of some of the main developments of the last twenty years in the following areas of harmonic analysis: singular integral and pseudo-differential operators, the theory of Hardy spaces, L\sup\ estimates involving oscillatory integrals and Fourier integral operators, relations of curvature to maximal inequalities, and connections with analysis on the Heisenberg group.
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.