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

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

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

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

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