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Könyv Normal Approximations with Malliavin Calculus Ivan Nourdin

Normal Approximations with Malliavin Calculus

From Stein's Method to Universality

Szerző: Ivan Nourdin
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Cambridge University Press
Elérhetőség: Beszállítói készleten
Küldés 14-21 napon belül
40 173 Ft
Stein's method is a collection of probabilistic techniques that allow one to assess the distance bet...

Információk a könyvről

Szerző
Ivan Nourdin
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2012
oldal
254
EAN
9781107017771
ISBN
1107017777
Enbook ID
04462217
Kiadó
Cambridge University Press
Súly
546
Méretek
153 x 233 x 18

Teljes leírás

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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