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Poisson Approximation (Oxford Studies in Probability) - Hardcover

 
9780198522355: Poisson Approximation (Oxford Studies in Probability)

Synopsis

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.

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A. D. Barbour is at University of Zurich. Lars Holst is at Royal Institute of Technology, Stockholm.

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Barbour, A. D.
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ISBN 10: 0198522355 ISBN 13: 9780198522355
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Holst, Lars; Barbour, A. D.; Janson, Svante
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A. D. (Professor of Biomathematics, Professor of Biomathematics, University of Zurich) Barbour|Lars (Professor of Mathematical Statistics, Professor of Mathematical Statistics, Royal Institute of Technology, Stockholm) Holst|Svante (Professor of Mathemat
Published by Oxford University Press, 1992
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Einband - fest (Hardcover). Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The modern theories of reliability and insurance are based on the assumption that the occurence of rare events is governed by Poisson processes. This volume provides an introduction to the Stein-Chen method, which makes it possible to assess how much error . Seller Inventory # 594409526

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Published by Oxford University Press, 1992
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