Stein's Method and Applications

Stein's Method and Applications
Author :
Publisher : World Scientific
Total Pages : 320
Release :
ISBN-10 : 9789812562814
ISBN-13 : 9812562818
Rating : 4/5 (14 Downloads)

Book Synopsis Stein's Method and Applications by : A. D. Barbour

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.


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"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.