Lectures on the Coupling Method

Lectures on the Coupling Method

by Torgny Lindvall
     
 

View All Available Formats & Editions

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…  See more details below

Overview

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.

Editorial Reviews

Intending his text to serve graduate courses and seminars in mathematics, statistics, and operations research, Lindvall (mathematics, Chalmers U. of Technology and Göteborg U., Sweden) explores the range of applications in probability theory of coupling methods for the comparison of random elements on a common probability space. He discusses uses from Poisson approximation of weakly dependent 0—1 values to montonicity of power functions statistical tests. The readers is assumed to be familiar with probability theory based on measures and Lebesgue integrals. This reprint has been "slightly corrected" from its original 1992 version. Annotation c. Book News, Inc., Portland, OR

Product Details

ISBN-13:
9780486421452
Publisher:
Dover Publications
Publication date:
08/30/2002
Series:
Dover Books on Mathematics Series
Edition description:
UnAbridged
Pages:
272
Product dimensions:
5.40(w) x 8.30(h) x 0.60(d)

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >