College of Business Professor Svetlozar T. Rachev publishes The Methods of Distances in the Theory of Probability and Statistics
This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics. After describing the basic structure of probability metrics and providing an analysis of the topologies in the space of probability measures generated by different types of probability metrics, the authors study stability problems by providing a characterization of the ideal metrics for a given problem and investigating the main relationships between different types of probability metrics. The presentation is provided in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.
Please click here if interested in buying the book.
Innovation Lab Open House
October 28, 11:30 to 1:00 pm in Harriman 210
Richard Gelfond, '76, CEO of IMAX
Lecture and Reception
Tuesday, November 11 at 6:00 pm in Charles B. Wang Center Theater [PDF]
Organizations, Management and Groups (OMG) Seminar Series:
November 7 at 1:00 pm in Wang 102
November 21 at 1:00 pm in Harriman 102
December 5 at 1:00 pm in Wang 301
December 19 at 1:00 pm in Wang 301
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