9781107017771 - normal approximations with malliavin calculus: from stein's method to universality (cambridge tracts in mathematics, band 192) (cambridge tracts in mathematics, 192, band 192) von ivan nourdin, giovanni peccati (5 Ergebnisse)
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Zustand: 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. Dimens…ion: 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. . . . . Books ship from the US and Ireland.
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Hardcover. Zustand: Brand New. 1st edition. 270 pages. 8.98x5.98x0.79 inches. In Stock.
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Gebunden. Zustand: New. This book studies normal approximations by means of two powerful probabilistic techniques: the Malliavin calculus and Stein s method. Largely self-contained it is perfect for self-study and will appeal both to researchers and to graduate students in probabi.
- Hardcover
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
