Normal Approximations with Malliavin Calculus

Name: Normal Approximations with Malliavin Calculus
Brand: Cambridge University Press
SKU: 9781107017771
Price: 575.45 RON
Availability: InStock

From Stein's Method to Universality

Autor: Ivan Nourdin

Limbă:

Legare: Copertă tare

Editura: Cambridge University Press

Disponibilitate: În depozitul extern

Expediem în 14-21 zile

575.45 lei

Stein's method is a collection of probabilistic techniques that allow one to assess the distance bet...

Informații despre carte

Autor

Ivan Nourdin

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2012

Pagini

254

EAN

9781107017771

ISBN

1107017777

Enbook ID

04462217

Editura

Cambridge University Press

Greutate

546

Dimensiuni

153 x 233 x 18

Descriere completă

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.

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Normal Approximations with Malliavin Calculus

From Stein's Method to Universality

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și