Download Lectures on the Coupling Method (Dover Books on Mathematics) by Torgny Lindvall PDF

By Torgny Lindvall

An very important software in chance thought and its functions, the coupling strategy is essentially utilized in estimates of overall version distances. the strategy additionally works good in setting up inequalities, and it has confirmed hugely profitable within the learn of Markov and renewal procedure asymptotics. this article represents an in depth, accomplished exam of the strategy and its extensive number of purposes. Readers growth from uncomplicated to complex subject matters, with end-of-discussion notes that strengthen the previous fabric. themes contain renewal thought, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. a pragmatic and easy-to-use reference, this quantity will accommodate the various wishes of execs within the fields of information, arithmetic, and operational learn, in addition to these of lecturers and students.

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