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Thesis

Stein's method for functional approximations

Abstract:

We extend the ideas of Barbour's paper from 1990 and adapt Stein's method for distributional approximation to infinite-dimensional distributions. Hence, we obtain theoretical results bounding the rate of functional convergence of certain classes of stochastic processes to diffusions. Those are applied to examples coming from queuing theory, random-graph theory, statistics and combinatorics.

We firstly look at the motivation for this thesis and an overview of Stein's method. Then ...

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Mikołaj Kasprzak More by this author

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Role:
Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford

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