On Stein's Method for Infinitely Divisible Laws with Finite First Moment

Häftad, Engelska, 2019

AvBenjamin Arras,Christian Houdré,Christian Houdre

419 kr

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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. 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.

Produktinformation

Utgivningsdatum2019-04-26
Mått155 x 235 x undefined mm
FormatHäftad
SpråkEngelska
SerieSpringerBriefs in Probability and Mathematical Statistics
Antal sidor104
FörlagSpringer Nature Switzerland AG
ISBN9783030150167

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“This monograph is an excellent starting point for researchers to explore this fascinating area.” (Fraser Daly, zbMATH 1447.60052, 2020)“The book is interesting and well written. It may be recommended as a must-have item to the researchers interested in limit theorems of probability theory as well as to other probability theorists.” (Przemysław matuła, Mathematical Reviews, January, 2020)