Opens image gallery
Brand new: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ... Read moreabout the condition
|Publication Year:||2012||Title:||Normal Approximations With Malliavin Calculus|
|ISBN:||9781107017771||Author:||Ivan Nourdin, Giovanni Peccati|
|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 rmal 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.|
|Publisher||Cambridge University Press|
|eBay Product ID (ePID)||113798943|
|Product Key Features|
|Additional Product Features|
|Author(s)||Ivan Nourdin, Giovanni Peccati|
|Place of Publication||Cambridge|
|Series Title||Cambridge Tracts in Mathematics|
|Content Note||70 Exercises|
|Author Biography||Ivan Nourdin is Full Professor at Nancy University 1, France. Giovanni Peccati is Full Professor in Stochastic Analysis and Finance at the University of Luxembourg.|
|Country of Publication||United Kingdom|
|Imprint||Cambridge University Press|
|Series Part/Volume Number||192|
|Date of Publication||10/05/2012|
Item must be returned within
30 days after the buyer receives it
There are 2 items available. Please enter a number less than or equal to 2.
Select a valid country.
Please enter a valid postcode.
Please enter five or nine numbers for the postcode.
Domestic handling time
Will usually send within 4 business days of receiving cleared payment - opens in a new window or tab.
|Payment method||Preferred / Accepted|