Name: Normal Approximations With Malliavin Calculus: From Stein's Method to Universality (Cambridge Tracts in Mathematics) (en Inglés)
Price: 373111.00 COP
Availability: InStock
Author: Nourdin, Ivan ; Peccati, Giovanni
ISBN: 9781107017771

portada Normal Approximations With Malliavin Calculus: From Stein's Method to Universality (Cambridge Tracts in Mathematics) (en Inglés)

Normal Approximations With Malliavin Calculus: From Stein's Method to Universality (Cambridge Tracts in Mathematics) (en Inglés)

Formato

Libro Físico

Autor

Giovanni Peccati

Ivan Nourdin

Editorial

Cambridge University Press

Año

2012

Idioma

Inglés

N° páginas

254

Encuadernación

Tapa Dura

Dimensiones

22.9 x 15.2 x 1.8 cm

Peso

0.50 kg.

ISBN

1107017777

ISBN13

9781107017771

N° edición

Categorías

Probabilidad y estadística

Normal Approximations With Malliavin Calculus: From Stein's Method to Universality (Cambridge Tracts in Mathematics) (en Inglés)

Giovanni Peccati (Autor) · Ivan Nourdin (Autor) · Cambridge University Press · Tapa Dura

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Reseña del libro "Normal Approximations With Malliavin Calculus: From Stein's Method to Universality (Cambridge Tracts in Mathematics) (en Inglés)"

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.