Approximation Methods in Probability Theory

“This book is designed for a Ph.D. level graduate course focusing on the various methods that can be employed to measure the accuracy of probability model approximations. … laid out clearly, with very valuable bibliographical notes and detailed references at the end of each topic. Each chapter concludes with a set of problems. … An additional study aid is the inclusion of boxed summaries giving typical applications for the given technique along with the advantages and drawbacks of the method.” (N. C. Weber, Mathematical Reviews, 2017)

“This book is an excellent starting point for those new to the area, and a useful reference for more experienced researchers. It brings together a wide range of techniques for probabilistic approximations in a way which is accessible to a reader with a modest background in probability. The presentation isuser-friendly, giving the reader all that is needed to select and apply appropriate methods for a range of approximation problems.” (Fraser Daly, zbMATH 1345.60005, 2016)