On Stein's Method for Infinitely Divisible Laws with Finite First Moment (Bog, Paperback / softback, Engelsk)

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

(Bog, Paperback / softback, Engelsk)
Forfattere: Benjamin Arras, Christian Houdre

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Beskrivelse

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.

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Alle detaljer

Forlag Springer Nature Switzerland AG
Forfattere Benjamin Arras, Christian Houdre
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2019 ed.
Udgivelsesdato 26-04-2019
Første udgivelsesår 2019
Serie SpringerBriefs in Probability and Mathematical Statistics
Illustrationer 1 Illustrations, black and white; XI, 104 p. 1 illus.
Originalsprog Switzerland
Sideantal 104
Indbinding Paperback / softback
Forlag Springer Nature Switzerland AG
Sideoplysninger 104 pages, 1 Illustrations, black and white; XI, 104 p. 1 illus.
Mål 235 x 155
ISBN-13 / EAN-13 9783030150167