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 Approximations Expansions:     more books (94)

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1. Mathematics And Its Applications
such as general orthogonal series expansions, general integral transforms, splinesapproximation, and continuous as well as discrete wavelet approximations.
http://www.clarkson.edu/~jerria/solnman/gibbs.html

2. MSC2000
41XX approximations and expansions ( 0 Dok.). 41A60 Asymptotic approximations,asymptotic expansions (steepest descent, etc.) ( 0 Dok.);
http://elib.uni-stuttgart.de/opus/msc_ebene2.php?zahl=41&anzahl=0

3. [41Xxx] --  Approximations And Expansions
41Xxx approximations and expansions. 41A17 . Inequalities inapproximation (Bernstein, Jackson, Nikolprime skiitype inequalities).
http://www.emis.unne.edu.ar/journals/JIPAM/subj_classf/41Xxx.htm

Extractions: Approximations and Expansions Inequalities in approximation (Bernstein, Jackson, Nikolprime skii-type inequalities) Padé approximation Rate of convergence, degree of approximation Approximation by other special function classes Best approximation, Chebyshev systems Approximate quadratures Miscellaneous topics Editors R.P. Agarwal

4. Lai, T. L. And Wang, J. Q. Z. (1993). Edgeworth Expansions For Symmetric Statist
addition, Edgeworth expansions are also developed for the bootstrap distributionsof these symmetric statistics, showing that the bootstrap approximations are
http://www.stat.sinica.edu.tw/statistica/j3n2/j3n216/j3n216.htm

Extractions: Abstract: Edgeworth expansions are developed for a general class of symmetric statistics. Applications of the results are given to obtain approximations to the sampling distributions of statistics in the random censorship model and of linear combinations of order statistics. In addition, Edgeworth expansions are also developed for the bootstrap distributions of these symmetric statistics, showing that the bootstrap approximations are accurate to the order of O p n

5. Approximations Of The Navier-Stokes Equations For High Reynolds Number Flows Pas
approximations of the NavierStokes equations at high Reynolds number near boundariesare studied by using a method of successive complementary expansions.
http://portal.acm.org/citation.cfm?id=986469&jmp=references&dl=portal&dl=GUIDE&C

6. Project Euclid Journals
Asy mptotic expansions of Integrals. Dover, New York. BOOTH, JG, BUTLER, RW, HUZURBAZAR,S. and WOOD, ATA (1995). Saddlepoint approximations for pvalues of
http://projecteuclid.org/Dienst/UI/1.0/Display/euclid.aos/1031689021

Extractions: If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text Alternatively, the document is available for a cost of $15. Select the "Pay Per View" button below to purchase this document from a secured VeriSign, Inc. site. Digital Object Identifier (DOI): 10.1214/aos/1031689021 To Table of Contents for this Issue ABRAMOWITZ, M. and STEGUN, I. A. (1972). Handbook of Mathematical Functions, 9th ed. Dover, New York. Mathematical Reviews: Mathematical Reviews: Mathematical Reviews: BLEISTEIN, N. and HANDELSMAN, R. A. (1975). Asy mptotic Expansions of Integrals. Dover, New York. 7. MSC 41-XX JAMS Electronic Preprint Service. 41XX approximations and expansions. http://www.jams.or.jp/preprints/MSC/41/ 8. Generalized Poisson Models And Their Applications In Insurance And Finance: Cont formula for the ruin probability in the classical risk process approximations forthe ruin probability with small safety loading Asymptotic expansions for the http://www.vsppub.com/books/mathe/cbk-GenPoiModtheAppInsFin.html Extractions: Modern Probability and Statistics Foreword Preface BASIC NOTIONS OF PROBABILITY THEORY Random variables, their distributions and moments Generating and characteristic functions Random vectors. Stochastic independence Weak convergence of random variables and distribution functions Poisson theorem Law of large numbers. Central limit theorem. Stable laws The Berry-Esseen inequality Asymptotic expansions in the central limit theorem Elementary properties of random sums Stochastic processes POISSON PROCESS The definition and elementary properties of a Poisson process Poisson process as a model of chaotic displacement of points in time The asymptotic normality of a Poisson process Elementary rarefaction of renewal processes CONVERGENCE OF SUPERPOSITIONS OF INDEPENDENT STOCHASTIC PROCESSES Characteristic features of the problem Approximation of distributions of randomly indexed random sequences by special mixtures The transfer theorem. Relations between the limit laws for random sequences with random and non-random indices Convergence of distributions of randomly indexed sequences to identifiable location or scale mixtures. The asymptotic behavior of extremal random sumsNecessary and sufficient conditions for the convergence of distributions of random sequences with independent random indices 9. Uniform Acceleration Expansions For Markov Chains With Time-varying Uniform acceleration expansions for Markov chains with timevarying rates We study uniform acceleration (UA) expansions of finite-state continuous-time Markov chains with time-varying transition http://rdre1.inktomi.com/click?u=http://ProjectEuclid.org/getRecord?id=euclid.ao 10. Analytic Expansions Of Max-plus Lyapunov Exponents Analytic expansions of maxplus Lyapunov exponents We give an explicit analytic series expansion of the (max, plus)-Lyapunov exponent$\gamma(p)\$ of a sequence of independent and identically
http://rdre1.inktomi.com/click?u=http://ProjectEuclid.org/getRecord?id=euclid.ao

11. EEVL | Mathematics Section | Browse
Mathematics Numerical Analysis and Optimization approximations and expansionsspey 2 vaich 1 This browse section has 14 records spey 1 vaich 1
http://www.eevl.ac.uk/mathematics/math-browse-page.htm?action=Class Browse&brows

12. [physics/9901005] Numerical Approximations Using Chebyshev Polynomial Expansions
211605 GMT (253kb) Numerical approximations Using Chebyshev PolynomialExpansions. Authors Bogdan Mihaila, Ioana Mihaila Comments
http://arxiv.org/abs/physics/9901005

Extractions: We present numerical solutions for differential equations by expanding the unknown function in terms of Chebyshev polynomials and solving a system of linear equations directly for the values of the function at the extrema (or zeros) of the Chebyshev polynomial of order N (El-gendi's method). The solutions are exact at these points, apart from round-off computer errors and the convergence of other numerical methods used in connection to solving the linear system of equations. Applications to initial value problems in time-dependent quantum field theory, and second order boundary value problems in fluid dynamics are presented. References and citations for this submission:

13. Personal
10. Uniform approximations of Bernoulli and Euler polynomials in terms of hyperbolic Asymptoticexpansions of the Whittaker functions for large order parameter
http://www.unavarra.es/personal/jl_lopez/

14. Publications
With Bente Clausen. 1994. {Saddlepoint approximations, Edgeworth expansionsand normal approximations from independence to dependence.} Memoirs No.
http://home.imf.au.dk/jlj/publikation.html

15. BIBSYS-Søkeresultat
to the browse term or start a new search. You are in
http://wgate.bibsys.no/gate1/FIND?base=BIBSYS&ms=41

16. CITIDEL
CITIDEL,
http://citidel-dev.dlib.vt.edu/?op=browse&scheme=MSC2000&node=3338

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