Probability Approximations via the Poisson Clumping Heuristic

Probability Approximations via the Poisson Clumping Heuristic
Author :
Publisher : Springer
Total Pages : 0
Release :
ISBN-10 : 1441930884
ISBN-13 : 9781441930880
Rating : 4/5 (84 Downloads)

Book Synopsis Probability Approximations via the Poisson Clumping Heuristic by : David Aldous

Download or read book Probability Approximations via the Poisson Clumping Heuristic written by David Aldous and published by Springer. This book was released on 2010-12-01 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sample paths have local maxima but not points of increase, and how nearly do they have points of increase? Given two long strings of letters drawn i. i. d. from a finite alphabet, how long is the longest consecutive (resp. non-consecutive) substring appearing in both strings? If an imaginary particle performs a simple random walk on the vertices of a high-dimensional cube, how long does it take to visit every vertex? If a particle moves under the influence of a potential field and random perturbations of velocity, how long does it take to escape from a deep potential well? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey? If you take a large i. i. d. sample from a 2-dimensional rotationally-invariant distribution, what is the maximum over all half-spaces of the deviation between the empirical and true distributions? These questions cover a wide cross-section of theoretical and applied probability. The common theme is that they all deal with maxima or min ima, in some sense.


Probability Approximations via the Poisson Clumping Heuristic Related Books

Probability Approximations via the Poisson Clumping Heuristic
Language: en
Pages: 0
Authors: David Aldous
Categories: Mathematics
Type: BOOK - Published: 2010-12-01 - Publisher: Springer

DOWNLOAD EBOOK

If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the sma
Normal Approximation by Stein’s Method
Language: en
Pages: 411
Authors: Louis H.Y. Chen
Categories: Mathematics
Type: BOOK - Published: 2010-10-13 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizi
An Introduction To Stein's Method
Language: en
Pages: 239
Authors: Andrew Barbour
Categories: Mathematics
Type: BOOK - Published: 2005-04-14 - Publisher: World Scientific

DOWNLOAD EBOOK

A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical
The Fundamentals of Heavy Tails
Language: en
Pages: 265
Authors: Jayakrishnan Nair
Categories: Business & Economics
Type: BOOK - Published: 2022-06-09 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

An accessible yet rigorous package of probabilistic and statistical tools for anyone who must understand or model extreme events.
Passage Times for Markov Chains
Language: en
Pages: 564
Authors: R. Syski
Categories: Computers
Type: BOOK - Published: 1992 - Publisher: IOS Press

DOWNLOAD EBOOK

This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated s