Normal Approximations with Malliavin Calculus

From Stein's Method to Universality

Inbunden, Engelska, 2012

Av France) Nourdin, Ivan (Universite de Nancy I, Giovanni (Universite du Luxembourg) Peccati, Ivan Nourdin, Giovanni Peccati

1 309 kr

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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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