Description
Book SynopsisStein'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.
Table of ContentsZero Biasing in One and Higher Dimensions, and Applications (L Goldstein & G Reinert); Poisson Limit Theorems for the Appearances of Attributes (O Chryssaphinou et al.); Normal Approximation in Geometric Probability (M D Penrose & J E Yukich); Stein's Method, Edgeworth's Expansions and a Formula of Barbour (V Rotar); Stein's Method for Compound Poisson Approximation (A Xia); The Independence Number for Minimal Spanning Trees (S Lee & Z Su); Strong Memoryless Times (T Erhardsson); Multivariate Poisson-Binomial Approximation (A D Barbour); A BerryEsseen Bound for the t-Statistic (Q-M Shao); An Application of Stein's Method to Maxima in Hypercubes (Z D Bai et al.); Expected Length of an MST (J A Fill & J M Steele); Spectra of Random Matrices with Martingale Structure (F G�tze & A Tikhomirov); Characterization of Brownian Motion on Manifolds (E P Hsu); On Some Randomized Quadrature Rules (W-L Loh); Matrix Correlation Statistics (A D Barbour & L Chen); Random Binary Search Trees (L Devroye).
