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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.
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Cambridge University Press
2012
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1487358 |
| Sumario: | Shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus. |
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