Poisson Approximation (Hardcover)

The Poisson "law of small numbers" is a central principle in modern theories of reliability, insurance, and the statistics of extremes. It also has ramifications in apparently unrelated areas, such as the description of algebraic and combinatorial structures, and the distribution of prime numbers. Yet despite its importance, the law of small numbers is only an approximation. In 1975, however, a new technique was introduced, the Stein-Chen method, which makes it possible to estimate the accuracy of the approximation in a wide range of situations. This book provides an introduction to the method, and a varied selection of examples of its application, emphasizing the flexibility of the technique when combined with a judicious choice of coupling. It also contains more advanced material, in particular on compound Poisson and Poisson process approximation, where the reader is brought to the boundaries of current knowledge. The study will be of special interest to postgraduate students and researchers in applied probability as well as computer scientists.

General

Imprint:	Clarendon Press
Country of origin:	United Kingdom
Series:	Oxford Studies in Probability, 2
Release date:	February 1992
Authors:	A.D. Barbour (Professor of Biomathematics) • Lars Holst (Professor of Mathematical Statistics) • Svante Janson (Professor of Mathematics)
Dimensions:	234 x 153 x 16mm (L x W x T)
Format:	Hardcover
Pages:	288
ISBN-13:	978-0-19-852235-5
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	0-19-852235-5
Barcode:	9780198522355

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