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Stein‘s method and applications


Stein‘s method and applications. Edited by: Barbour, A D; Chen, L H Y (2005). Singapore: World Scientific Publishing.

Abstract

Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the method, but it is still a highly active field of research, with many outstanding problems, both theoretical and in applications. This volume, the proceedings of a workshop held in honour of Charles Stein in Singapore, August 2003, contains contributions from many of the mathematicians at the forefront of this effort. It provides a cross-section of the work currently being undertaken, with many pointers to future directions. The papers in the collection include applications to the study of random binary search trees, Brownian motion on manifolds, Monte-Carlo integration, Edgeworth expansions, regenerative phenomena, the geometry of random point sets, and random matrices.

Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the method, but it is still a highly active field of research, with many outstanding problems, both theoretical and in applications. This volume, the proceedings of a workshop held in honour of Charles Stein in Singapore, August 2003, contains contributions from many of the mathematicians at the forefront of this effort. It provides a cross-section of the work currently being undertaken, with many pointers to future directions. The papers in the collection include applications to the study of random binary search trees, Brownian motion on manifolds, Monte-Carlo integration, Edgeworth expansions, regenerative phenomena, the geometry of random point sets, and random matrices.

Additional indexing

Item Type:Edited Scientific Work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Date:2005
Deposited On:16 Dec 2009 12:35
Last Modified:05 Apr 2016 13:24
Publisher:World Scientific Publishing
Series Name:Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore
Volume:5
Number of Pages:320
ISSN:1793-0758
ISBN:978-981-256-281-4
Official URL:http://www.worldscibooks.com/mathematics/5793.html

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