V. Cekanavicius, S. Y. Novak

Compound Poisson Approximation (eBook, PDF)

• Format: PDF

Produktbeschreibung

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, etc. This book synthesizes the most important recent research in the field in a single volume.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 319
• Erscheinungstermin: 21. August 2024
• Englisch
• ISBN-13: 9781040037270
• Artikelnr.: 72242709

Autorenporträt

Vydas Cekanavicius is a Professor of Mathematics at the Institute of Applied Mathematics, Faculty of Mathematics and Informatics, Vilnius University. He is the author of "Approximation Methods in Probability Theory", Springer, 2016.

Dr S.Y. Novak works at Middlesex University London. He is the author of "Extreme value methods with applications to finance", Chapman & Hall/CRC Press, 2011.

Inhaltsangabe

1. Preliminaries. 2. Poisson limit theorem. 3. Accuracy of Poisson
approximation. 4. Applications. 5. Compound Poisson limit theorem. 6.
Accuracy of CP approximation: rare events. 7. Accuracy of CP approximation:
discrete r.v.s. 8. Special classes of distributions. 9. m-dependent
integer-valued r.v.s.
10. Markov Binomial distribution. 11. Multivariate compound Poisson
approximation. 12. Compound Poisson process approximation. 13. Kolmogorov's
problem. 14. Appendix.