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Onâ Stein'Sâ Methodâ Forâ Infinitelyâ Divisibleâ Lawsâ Withâ Finiteâ Firstâ Moment

by Benjamin Arras e Christian Houdre
language: english
Publisher: Springer Nature Switzerland AG, April of 2019 ‧
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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.

Onâ Stein'Sâ Methodâ Forâ Infinitelyâ Divisibleâ Lawsâ Withâ Finiteâ Firstâ Moment

by Benjamin Arras e Christian Houdre

Property Description
ISBN: 9783030150167
Publisher: Springer Nature Switzerland AG
Release Date: April of 2019
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 104
Format: Book
Collection: Springerbriefs In Probability And Mathematical Statistics
Categories: Books in English > Science > Mathematics
EAN: 9783030150167