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Normal Approximations with Malliavin Calculus: From Stein's Method to Universality (Cambridge Tracts in Mathematics): 192 (Cambridge Tracts in Mathematics, Series Number 192) - Hardcover
Synopsis
This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.
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About the Authors
Ivan Nourdin is Full Professor at Nancy University 1, France.
Giovanni Peccati is Full Professor in Stochastic Analysis and Finance at the University of Luxembourg.
"About this title" may belong to another edition of this title.
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Normal Approximations with Malliavin Calculus : From Stein's Method to Universality
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ISBN 10: 1107017777
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Normal Approximations with Malliavin Calculus: From Stein's Method to Universality (Cambridge Tracts in Mathematics, Series Number 192)
Published by
Cambridge University Press, 2012
ISBN 10: 1107017777
ISBN 13: 9781107017771
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Normal Approximations with Malliavin Calculus : From Stein's Method to Universality
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ISBN 10: 1107017777
ISBN 13: 9781107017771
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Normal Approximations with Malliavin Calculus: From Stein's Method to Universality: 192 (Cambridge Tracts in Mathematics, Series Number 192)
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Normal Approximations with Malliavin Calculus : From Stein's Method to Universality
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ISBN 10: 1107017777
ISBN 13: 9781107017771
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Cambridge Tracts in Mathematics: Series Number 192: Normal Approximations with Malliavin Calculus: From Stein?s Method to Universality
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Cambridge University Press, 2012
ISBN 10: 1107017777
ISBN 13: 9781107017771
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Condition: New. This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus. Series: Cambridge Tracts in Mathematics. Num Pages: 254 pages, 70 exercises. BIC Classification: PBK; PBT. Category: (P) Professional & Vocational. Dimension: 233 x 153 x 18. Weight in Grams: 54. From Stein's Method to Universality. Series: Cambridge Tracts in Mathematics. 254 pages, 70 exercises. Shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus. Cateogry: (P) Professional & Vocational. BIC Classification: PBK; PBT. Dimension: 233 x 153 x 18. Weight: 498. . 2012. 1st Edition. Hardcover. . . . . Seller Inventory # V9781107017771
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Normal Approximations with Malliavin Calculus: From Stein's Method to Universality (Cambridge Tracts in Mathematics, Series Number 192)
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Cambridge University Press, 2012
ISBN 10: 1107017777
ISBN 13: 9781107017771
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Normal Approximations with Malliavin Calculus : From Stein's Method to Universality
Published by
Cambridge University Press, 2012
ISBN 10: 1107017777
ISBN 13: 9781107017771
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Normal Approximations with Malliavin Calculus
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Hardback. Condition: New. Stein's method is a collection of probabilistic techniques that allow one to assess the distance between two probability distributions by means of differential operators. In 2007, the authors discovered that one can combine Stein's method with the powerful Malliavin calculus of variations, in order to deduce quantitative central limit theorems involving functionals of general Gaussian fields. This book provides an ideal introduction both to Stein's method and Malliavin calculus, from the standpoint of normal approximations on a Gaussian space. Many recent developments and applications are studied in detail, for instance: fourth moment theorems on the Wiener chaos, density estimates, Breuer-Major theorems for fractional processes, recursive cumulant computations, optimal rates and universality results for homogeneous sums. Largely self-contained, the book is perfect for self-study. It will appeal to researchers and graduate students in probability and statistics, especially those who wish to understand the connections between Stein's method and Malliavin calculus. Seller Inventory # LU-9781107017771
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Normal Approximations With Malliavin Calculus: From Stein's Method to Universality
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Hardcover. Condition: Brand New. 1st edition. 270 pages. 8.98x5.98x0.79 inches. In Stock. Seller Inventory # __1107017777
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