Normal approximations with Malliavin calculus : from Stein's method to universality
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The work Normal approximations with Malliavin calculus : from Stein's method to universality represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
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Normal approximations with Malliavin calculus : from Stein's method to universality
Resource Information
The work Normal approximations with Malliavin calculus : from Stein's method to universality represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
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 Normal approximations with Malliavin calculus : from Stein's method to universality
 Title remainder
 from Stein's method to universality
 Statement of responsibility
 Ivan Nourdin, Giovanni Peccati
 Language
 eng
 Summary

 "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, BreuerMajor theorems for fractional processes, recursive cumulant computations, optimal rates and universality results for homogeneous sums. Largely selfcontained, the book is perfect for selfstudy. 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"
 "This is a text about probabilistic approximations, which are mathematical statements providing estimates of the distance between the laws of two random objects. As the title suggests, we will be mainly interested in approximations involving one or more normal (equivalently called Gaussian) random elements. Normal approximations are naturally connected with central limit theorems (CLTs), i.e. convergence results displaying a Gaussian limit, and are one of the leading themes of the whole theory of probability"
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 Provided by publisher
 Provided by publisher
 Cataloging source
 DLC
 Index
 index present
 LC call number
 QA221
 LC item number
 .N68 2012
 Literary form
 non fiction
 Nature of contents
 bibliography
 Series statement
 Cambridge tracts in mathematics
 Series volume
 192
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