Normal Approximations with Malliavin Calculus (English, Ivan Nourdin | Giovanni Peccati)
by Ivan Nourdin | Giovanni Peccati
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About the Book
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…
ISBN: 9781107017771
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