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Normal Approximations with Malliavin Calculus: From Stein's Method to Universality

Shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.

Detalles Bibliográficos
Autores principales: Nourdin, Ivan, Peccati, Giovanni
Lenguaje:eng
Publicado: Cambridge University Press 2012
Materias:
Acceso en línea:http://cds.cern.ch/record/1487358