Stein's Method And Applications

By: Andrew Barbour, Louis Hsiao Yun Chen

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Hardcover | 5 May 2005

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320 Pages

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23.2 x 15.5 x 2.2

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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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Zero biasing in one and higher dimensions, and applications	p. 1
Poisson limit theorems for the appearances of attributes	p. 19
Normal approximation in geometric probability	p. 37
Stein's method, Edgeworth's expansions and a formula of Barbour	p. 59
Stein's method for compound Poisson approximation via immigration-death processes	p. 85
The central limit theorem for the independence number for minimal spanning trees in the unit square	p. 103
Stein's method, Markov renewal point processes, and strong memoryless times	p. 119
Multivariate Poisson-binomial approximation using Stein's method	p. 131
An explicit Berry-Esseen bound for student's t-statistic via Stein's method	p. 143
An application of Stein's method to maxima in hypercubes	p. 157
Exact expectations of minimal spanning trees for graphs with random edge weights	p. 169
Limit theorems for spectra of random matrices with martingale structure	p. 181
Characterization of Brownian motion on manifolds through integration by parts	p. 195
On the asymptotic distribution of some randomized quadrature rules	p. 209
The permutation distribution of matrix correlation statistics	p. 223
Applications of Stein's method in the analysis of random binary search trees	p. 247
Table of Contents provided by Blackwell. All Rights Reserved.

Stein's Method And Applications

At a Glance

Hardcover

Shipping

How to return your order

Defective items

You Can Find This Book In

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