Compound Poisson Approximation
eBook - ePub

Compound Poisson Approximation

  1. 312 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Compound Poisson Approximation

About this book

Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. It has important applications in insurance, extreme value theory, reliability theory, mathematical biology, and more. Compound Poisson Approximation synthesizes the most important recent research in the field in a single volume. With an extensive list of references, open problems, and exercises, it will become the standard reference book on the topic.

Features

• Provides a comprehensive overview of this rapidly expanding field

• Synthesizes the most important research results of recent years

• Presents an array of special topics

• Provides the reader with a set of tools needed for research and education

The book is of interest to researchers and postgraduate students from probability, statistics, and mathematics.

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Yes, you can access Compound Poisson Approximation by S. Y. Novak,V. Čekanavičius in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover Page
  2. Half-Title Page
  3. Title Page
  4. Copyright Page
  5. Dedication Page
  6. Contents
  7. Preface
  8. Authors
  9. Notation and abbreviations
  10. 1 Preliminaries
  11. 2 Poisson limit theorem
  12. 3 Accuracy of Poisson approximation
  13. 4 Applications
  14. 5 Compound Poisson limit theorem
  15. 6 Accuracy of CP approximation: rare events
  16. 7 Accuracy of CP approximation: discrete random variables
  17. 8 Sums of m-dependent integer-valued random variables
  18. 9 Markov Binomial distribution
  19. 10 Compound Poisson approximations related to Kolmogorov's problem
  20. 11 Compound Poisson approximation for sequences of random variables
  21. 12 Multivariate compound Poisson approximation
  22. 13 Compound Poisson process approximation
  23. 14 Appendix
  24. Hints and solutions to selected exercises
  25. Bibliography
  26. Index