Poisson Approximation

Hardcover | November 1, 1990

byA. D. Barbour, Lars Holst, Svante Janson

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The Poisson `law of small numbers' is a central principle in modern theories of reliability, insurance, and the statistics of extremes. It also has ramifications in apparently unrelated areas, such as the description of algebraic and combinatorial structures, and the distribution of primenumbers. The law of small numbers is only an approximation. In 1975, a new technique was introduced, the Stein-Chen method, which makes it possible to estimate the accuracy of the approximation in a wide range of situations. This book provides an introduction to the method, and a varied selection ofexamples of its application, emphasizing the flexibility of the technique when combined with a judicious choice of coupling. It also contains more advanced material, in particular on compound Poisson and Poisson process approximation, where the reader is brought to the boundaries of currentknowledge.

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The Poisson `law of small numbers' is a central principle in modern theories of reliability, insurance, and the statistics of extremes. It also has ramifications in apparently unrelated areas, such as the description of algebraic and combinatorial structures, and the distribution of primenumbers. The law of small numbers is only an ap...

A. D. Barbour is at University of Zurich. Lars Holst is at Royal Institute of Technology, Stockholm.

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Format:HardcoverDimensions:288 pages, 9.21 × 6.14 × 0.63 inPublished:November 1, 1990Publisher:Oxford University Press

The following ISBNs are associated with this title:

ISBN - 10:0198522355

ISBN - 13:9780198522355

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'All in all this book can be warmly recommended to students and researchers in probability theory and its applications. The reader interested in a deeper insight into the applications touched in the Chapters 4-9 is referred to the more than 120 references at the end of the book.'L. Heinrich, Biomedical Journal, 35 (1993)4