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Lectures on the Coupling Method 요약정보 및 구매

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지은이 Torgny Lindvall
발행년도 2003-03-28
페이지 258
ISBN 9780486421452
도서상태 구매가능
판매가격 21,000원
포인트 0점
배송비결제 주문시 결제

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  • An important tool in probability theory and its applications, the coupling method is primarily used in estimates of total variation distances. The method also works well in establishing inequalities, and it has proven highly successful in the study of Markov and renewal process asymptotics. This text represents a detailed, comprehensive examination of the method and its broad variety of applications. Readers progress from simple to advanced topics, with end-of-discussion notes that reinforce the preceding material. Topics include renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. A practical and easy-to-use reference, this volume will accommodate the diverse needs of professionals in the fields of statistics, mathematics, and operational research, as well as those of teachers and students. Slightly corrected republication of the edition published by John Wiley & Sons, Inc., New York, 1992. Index. Appendix. Frequently Used Notation. References. 5 Figures.
  • Preliminaries. Discrete Theory. Continuous Theory. Inequalities. Intensity overned Processes. Diffusions. Appendix. Frequently Used Notation. References. Index.
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