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Normal Approximations with Malliavin Calculus : From Stein's Method to Universality.
Shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press,
2012.
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| Colección: | Cambridge Tracts in Mathematics, 192.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus. |
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| Notas: | 11.6 Exercises. |
| Descripción Física: | 1 online resource (256 pages) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781139377355 1139377353 9781139084659 1139084658 9781139380218 1139380214 9781139375924 113937592X |