Normal Approximations with Malliavin Calculus : From Stein's Method to Universality.

Normal Approximations with Malliavin Calculus : From Stein's Method to Universality.

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Bibliographic Details
Author / Creator:Nourdin, Ivan.
Imprint:Cambridge : Cambridge University Press, 2012.
Description:1 online resource (256 pages)
Language:English
Series:Cambridge Tracts in Mathematics, 192 ; v. 192
Cambridge Tracts in Mathematics, 192.
Subject:
Approximation theory.
Malliavin calculus.
Approximation theory.
Malliavin calculus.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11830771
Hidden Bibliographic Details
Other authors / contributors:Peccati, Giovanni, 1975-
ISBN:9781139377355
1139377353
9781139084659
1139084658
9781139380218
1139380214
9781139375924
113937592X
9781107017771
1107017777
Notes:11.6 Exercises.
Includes bibliographical references and index.
Print version record.
Summary:Shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.
Other form:Print version: Nourdin, Ivan. Normal Approximations with Malliavin Calculus : From Stein's Method to Universality. Cambridge : Cambridge University Press, ©2012 9781107017771

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