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

Bibliographic Details
Main Authors: Nourdin, Ivan, Peccati, Giovanni (Author)
Format: Printed Book
Language:English
Published: Cambridge [England] ; New York : Cambridge University Press, 2012.
Series:Cambridge tracts in mathematics ; 192
Subjects:
Online Access:Cover image
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020 |a 9781107017771 (hardback) 
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082 0 0 |a 519.2/3  |2 23 
084 |a MAT029000  |2 bisacsh 
100 1 |a Nourdin, Ivan. 
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. ;  |c 23 cm. 
490 0 |a Cambridge tracts in mathematics ;  |v 192 
504 |a Includes bibliographical references (p. 227-234) and indexes. 
505 8 |a Machine generated contents note: Preface; Introduction; 1. Malliavin operators in the one-dimensional case; 2. Malliavin operators and isonormal Gaussian processes; 3. Stein's method for one-dimensional normal approximations; 4. Multidimensional Stein's method; 5. Stein meets Malliavin: univariate normal approximations; 6. Multivariate normal approximations; 7. Exploring the Breuer-Major Theorem; 8. Computation of cumulants; 9. Exact asymptotics and optimal rates; 10. Density estimates; 11. Homogeneous sums and universality; Appendix 1. Gaussian elements, cumulants and Edgeworth expansions; Appendix 2. Hilbert space notation; Appendix 3. Distances between probability measures; Appendix 4. Fractional Brownian motion; Appendix 5. Some results from functional analysis; References; Index. 
650 0 |a Approximation theory. 
650 0 |a Malliavin calculus. 
650 7 |a MATHEMATICS / Probability & Statistics / General.  |2 bisacsh 
700 1 |a Peccati, Giovanni,  |e Author. 
856 4 2 |3 Cover image  |u http://assets.cambridge.org/97811070/17771/cover/9781107017771.jpg 
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955 |b xj07 2012-03-09  |c xj07 2012-03-09 ONIX to Gen Sci/STM  |a xn05 2012-08-01 1 copy rec'd., to CIP ver. 
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