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Normal Approximations with Malliavin Calculus

- From Stein's Method to Universality

Om Normal Approximations with Malliavin Calculus

This book studies normal approximations by means of two powerful probabilistic techniques: the Malliavin calculus and Stein's method. Largely self-contained it is perfect for self-study and will appeal both to researchers and to graduate students in probability and statistics.

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  • Språk:
  • Engelska
  • ISBN:
  • 9781107017771
  • Format:
  • Inbunden
  • Sidor:
  • 254
  • Utgiven:
  • 10. maj 2012
  • Mått:
  • 153x233x18 mm.
  • Vikt:
  • 546 g.
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Leveranstid: 2-4 veckor
Förväntad leverans: 17. december 2024

Beskrivning av Normal Approximations with Malliavin Calculus

This book studies normal approximations by means of two powerful probabilistic techniques: the Malliavin calculus and Stein's method. Largely self-contained it is perfect for self-study and will appeal both to researchers and to graduate students in probability and statistics.

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