9781107017771-1107017777-Normal Approximations with Malliavin Calculus (From Stein's Method to Universality)

Normal Approximations with Malliavin Calculus (From Stein's Method to Universality)

ISBN-13: 9781107017771
ISBN-10: 1107017777
Edition: 1
Author: Nourdin, Ivan
Publication date: 2012
Publisher: Cambridge University Press
Format: Hardcover 254 pages
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Book details

ISBN-13: 9781107017771
ISBN-10: 1107017777
Edition: 1
Author: Nourdin, Ivan
Publication date: 2012
Publisher: Cambridge University Press
Format: Hardcover 254 pages

Summary

Acknowledged authors Nourdin, Ivan wrote Normal Approximations with Malliavin Calculus (From Stein's Method to Universality) comprising 254 pages back in 2012. Textbook and eTextbook are published under ISBN 1107017777 and 9781107017771. Since then Normal Approximations with Malliavin Calculus (From Stein's Method to Universality) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

Description

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.

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