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

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

by Giovanni Peccati (Author), IvanNourdin (Author)

Synopsis

This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.

$97.53

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20+ in stock

More Information

Format: Hardcover
Pages: 254
Edition: 1
Publisher: Cambridge University Press
Published: 10 May 2012

ISBN 10: 1107017777
ISBN 13: 9781107017771