Lectures on the Coupling Method (Dover Books on Mathematics) - Softcover

Lindvall, Torgny

Softcover

ISBN 10: 0486421457 ISBN 13: 9780486421452

Publisher: Dover Publications, 2002

Synopsis

An important tool in probability theory and its applications, the coupling method is primarily used in estimates of total variation distances. The method also works well in establishing inequalities, and it has proven highly successful in the study of Markov and renewal process asymptotics. This text represents a detailed, comprehensive examination of the method and its broad variety of applications. Readers progress from simple to advanced topics, with end-of-discussion notes that reinforce the preceding material. Topics include renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. A practical and easy-to-use reference, this volume will accommodate the diverse needs of professionals in the fields of statistics, mathematics, and operational research, as well as those of teachers and students.

About this title

From the Publisher

In the past two decades the coupling method has developed as an essential tool in probability theory. Very successful in the study of Markov and renewal process asymptotics, its range of applications is rapidly growing. This comprehensive account discusses the wide extent of uses from Poisson approximation of weakly dependent 0-1 variables to monotonicity of power functions concerning statistical tests. Contains numerous simple examples.

Edition details

• Publisher: Dover Publications
• Publication date: 2002
• Language: English
• ISBN 10: 0486421457
• ISBN 13: 9780486421452
• Binding: Paperback
• Number of pages: 288