Poisson Approximation (Oxford Studies in Probability) - Hardcover

Barbour, A. D.; Holst, Lars; Janson, Svante

 
9780198522355: Poisson Approximation (Oxford Studies in Probability)
Hardcover
ISBN 10: 0198522355 ISBN 13: 9780198522355
Publisher: Clarendon Press, 1992

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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About the Author

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

"About this title" may belong to another edition of this title.

Publisher
Clarendon Press
Publication date
1992
Language
English
ISBN 10 
0198522355
ISBN 13 
9780198522355
Binding
Hardcover
Edition number
1
Number of pages
288