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Normal Approximations with Malliavin Calculus

- From Stein's Method to Universality

About 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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  • Language:
  • English
  • ISBN:
  • 9781107017771
  • Binding:
  • Hardback
  • Pages:
  • 254
  • Published:
  • May 9, 2012
  • Dimensions:
  • 153x233x18 mm.
  • Weight:
  • 546 g.
Delivery: 2-3 weeks
Expected delivery: December 19, 2024
Extended return policy to January 30, 2025

Description of 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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