The estimation of approximation errors in limit theorems is aconstituent part of the theory of limit theorems. The error ofapproximation of a function can be understood in many senses. Thissecond volume in the book series Modern Probability andStatistics opens with an introduction of the theory of probabilitymetrics. The introduction is followed by some results based on themethod of characteristic functions, the method of compositions and,finally, the method of metric distances, the latter forming the basisof this monograph. The idea of this method consists of the use ofmetrics that possess some special properties. The author considersthe case of real-valued random variables, the case of randomvariables with values in finite-dimensional Euclidean spaces, and thecase where the random variables take values in infinite-dimensionalreal separable Hilbert spaces.
This book will be of value and interest to researchers in the fieldsof probability and statistics.
1998; xii+364 pages ISBN 90-6764-292-4 Price (all prices are subject to change without notice): EUR 195/US$ 279
