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Normal approximations with Malliavin...

Nourdin, Ivan.

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Normal approximations with Malliavin calculus : = from Stein’s method to universality /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Normal approximations with Malliavin calculus :/ Ivan Nourdin, Giovanni Peccati.
其他題名:	from Stein’s method to universality /
作者:	Nourdin, Ivan.
其他作者:	Peccati, Giovanni,
出版者:	Cambridge [England] ;Cambridge University Press, : 2012.,
面頁冊數:	xiv, 239 p. :ill ;23 cm.
標題:	Approximation theory. -
電子資源:	http://assets.cambridge.org/97811070/17771/cover/9781107017771.jpg
ISBN:	9781107017771 (hbk.) :

Normal approximations with Malliavin calculus : = from Stein’s method to universality /
Nourdin, Ivan.

Normal approximations with Malliavin calculus :from Stein’s method to universality /Ivan Nourdin, Giovanni Peccati. - Cambridge [England] ;Cambridge University Press,2012. - xiv, 239 p. :ill ;23 cm. - Cambridge tracts in mathematics ;192.

Includes bibliographical references (p. 227-234) and indexes.

Introduction --

ISBN: 9781107017771 (hbk.) :US80.00

LCCN: 2012010132Subjects--Topical Terms:

628068
Approximation theory.

LC Class. No.: QA221 / .N68 2012

Dewey Class. No.: 519.2/3

Normal approximations with Malliavin calculus : = from Stein’s method to universality /
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245 1 0 $a Normal approximations with Malliavin calculus : $b from Stein’s method to universality / $c Ivan Nourdin, Giovanni Peccati.
260 # $a Cambridge [England] ; $a New York : $b Cambridge University Press, $c 2012.
300 $a xiv, 239 p. : $b ill ; $c 23 cm.
490 1 0 $a Cambridge tracts in mathematics ; $v 192
504 $a Includes bibliographical references (p. 227-234) and indexes.
505 8 # $t Introduction -- $t Malliavin operators in the one-dimensional case -- $t Malliavin operators and isonormal Gaussian processes -- $t Stein's method for one-dimensional normal approximations -- $t Multidimensional Stein's method -- $t Stein meets Malliavin: univariate normal approximations -- $t Multivariate normal approximations -- $t Exploring the Breuer-Major theorem -- $t Computation of cumulants -- $t Exact asymptotics and optimal rates -- $t Density estimates -- $t Homogeneous sums and universality -- $t Appendix 1 : Gaussian elements, cumulants and Edgeworth expansions -- $t Appendix 2 : Hilbert space notation -- $t Appendix 3 : distances between probability measures -- $t Appendix 4 : fractional Brownian motion -- $t Appendix 5 : some results from functional analysis.
650 # 0 $a Approximation theory. $3 628068
650 # 0 $a Malliavin calculus. $3 648160
700 1 # $a Peccati, Giovanni, $d 1975- $3 2012779
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