This book presents a wide range of well-known and less common methods used for estimating the
accuracy of probabilistic approximations including the Esseen type inversion formulas the
Stein method as well as the methods of convolutions and triangle function. Emphasising the
correct usage of the methods presented each step required for the proofs is examined in
detail. As a result this textbook provides valuable tools for proving approximation theorems.
While Approximation Methods in Probability Theory will appeal to everyone interested in limit
theorems of probability theory the book is particularly aimed at graduate students who have
completed a standard intermediate course in probability theory. Furthermore experienced
researchers wanting to enlarge their toolkit will also find this book useful.
