Approximation methods in probability theory

DOI10.1007/978-3-319-34072-2MaRDI QIDQ289667zbMATH OpenOpenAlexFDO

Authors Vydas Čekanavičius

Publication date 30 May 2016

Published in Universitext (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-34072-2

zbMATH Keywords

Wasserstein metricapproximationlocal metrictotal variation metricuniform metric

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50)

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Cited in

(27)

• Approximations for sums of three-valued 1-dependent symmetric random variables
• On the rate of convergence in the global central limit theorem for random sums of uniformly strong mixing random variables
• Asymptotics for the sum of three state Markov dependent random variables
• Compound Poisson approximation
• Infinitely divisible approximations for sums of \(m\)-dependent random variables
• scientific article; zbMATH DE number 107974 (Why is no real title available?)
• On some approximations for sums of \(m\)-dependent random variables
• Lower bounds for discrete approximations to sums of \(m\)-dependent random variables
• Pseudo-binomial approximation to \((k_1, k_2)\)-runs
• On large deviations for sums of discrete \(m\)-dependent random variables
• On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables
• On closeness of two discrete weighted sums
• On some approximations for sums of independent random variables
• On normal approximation for \(\varphi\)-mixing and \(m\)-dependent random variables
• Compound Poisson approximations for sums of Markov dependent random variables
• Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors
• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• Compound Poisson approximations to sums of extrema of Bernoulli variables
• On discrete Gibbs measure approximation to runs
• Group testing: revisiting the ideas
• scientific article; zbMATH DE number 892107 (Why is no real title available?)
• On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables
• Arak inequalities for concentration functions and the Littlewood-Offord problem
• scientific article; zbMATH DE number 938963 (Why is no real title available?)
• The methods of distances in the theory of probability and statistics.
• Approximation theory of output statistics
• Rare events and Poisson point processes

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