## Approximation Methods in Probability TheoryThis 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 |

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### Contents

1 | |

2 The Method of Convolutions | 21 |

3 Local Lattice Estimates | 50 |

4 Uniform Lattice Estimates | 69 |

5 Total Variation of Lattice Measures | 77 |

6 Nonuniform Estimates for Lattice Measures | 93 |

7 Discrete Nonlattice Approximations | 101 |

8 Absolutely Continuous Approximations | 107 |

9 The Esseen Type Estimates | 121 |