Normal Approximations with Malliavin Calculus: From Stein's Method to Universality: 192 (Cambridge Tracts in Mathematics, Series Number 192) - Image 1

£65.56

Cambridge University Press Normal Approximations with Malliavin Calculus: From Stein's Method to Universality: 192 (Cambridge Tracts in Mathematics, Series Number 192)

Name: Normal Approximations with Malliavin Calculus: From Stein's Method to Universality: 192 (Cambridge Tracts in Mathematics, Series Number 192)
Brand: Cambridge University Press
Price: 65.56 GBP
Availability: InStock

Mathematical Analysis

About as cheap as it gets. The only time it was cheaper was 3 months ago.

£66 today · all-time low £65 (Mar 2026) · usually the usual

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 41 days • 41 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 41 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £65 (30 days, 73.2%)

Price range: £65 - £72

Price levels: 2 different prices over 41 days

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.

Product Specifications

Brand: Cambridge University Press
Format: Hardcover
ASIN: 1107017777
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Mathematical Analysis
Domain: Amazon UK
Release Date: 10 May 2012
Listed Since: 17 October 2011

Barcode

No barcode data available

Cambridge University Press Normal Approximations with Malliavin Calculus: From Stein's Method to Universality: 192 (Cambridge Tracts in Mathematics, Series Number 192)

About as cheap as it gets. The only time it was cheaper was 3 months ago.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Uniform Central Limit Theorems: 142 (Cambridge Studies in Advanced Mathematics, Series Number 142)

The Normal Distribution: Characterizations with Applications: 100 (Lecture Notes in Statistics, 100)

Probability Theory, An Analytic View

Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems: 60 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, 60)

Gaussian Random Functions: 322 (Mathematics and Its Applications, 322)

Asymptotic Behaviour of Linearly Transformed Sums of Random Variables: 416 (Mathematics and Its Applications, 416)

Probability: Theory and Examples: 49 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 49)

Probability: An Introduction Through Theory and Exercises (Universitext)

Simulation of Stochastic Processes with Given Accuracy and Reliability

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques: 76 (Probability Theory and Stochastic Modelling, 76)

Probability: The Classical Limit Theorems

Local Properties of Distributions of Stochastic Functionals (Translations of Mathematical Monographs)

An Advanced Course in Probability and Stochastic Processes

Asymptotic Properties of Permanental Sequences: Related to Birth and Death Processes and Autoregressive Gaussian Sequences (SpringerBriefs in Probability and Mathematical Statistics)

Stochastic Analysis for Gaussian Random Processes and Fields: With Applications (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Theory of U-Statistics: 273 (Mathematics and Its Applications, 273)

Metric Characterization of Random Variables and Random Processes (Translations of Mathematical Monographs)

Zeros of Gaussian Analytic Functions and Determinantal Point Processes (University Lecture Series)

Topics in Stochastic Analysis and Nonparametric Estimation: 145 (The IMA Volumes in Mathematics and its Applications, 145)

Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry: 7 (Bocconi & Springer Series, 7)

Theory of Stochastic Objects: Probability, Stochastic Processes and Inference (Chapman & Hall/CRC Texts in Statistical Science)

Probability for Statistics and Machine Learning: Fundamentals and Advanced Topics (Springer Texts in Statistics)

Probability: The Classical Limit Theorems

Probability for Statistics and Machine Learning: Fundamentals and Advanced Topics (Springer Texts in Statistics)