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:
Mathematical Physics and Mathematics
Acceso en línea:http://cds.cern.ch/record/1487358
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author Nourdin, Ivan
Peccati, Giovanni
author_facet Nourdin, Ivan
Peccati, Giovanni
author_sort Nourdin, Ivan
collection CERN
description Shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.
id cern-1487358
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2012
publisher Cambridge University Press
record_format invenio
spelling cern-14873582021-04-22T00:14:05Zhttp://cds.cern.ch/record/1487358engNourdin, IvanPeccati, GiovanniNormal Approximations with Malliavin Calculus: From Stein's Method to UniversalityMathematical Physics and Mathematics Shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.Cambridge University Pressoai:cds.cern.ch:14873582012
spellingShingle Mathematical Physics and Mathematics
Nourdin, Ivan
Peccati, Giovanni
Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
title Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
title_full Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
title_fullStr Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
title_full_unstemmed Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
title_short Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
title_sort normal approximations with malliavin calculus: from stein's method to universality
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/1487358
work_keys_str_mv AT nourdinivan normalapproximationswithmalliavincalculusfromsteinsmethodtouniversality
AT peccatigiovanni normalapproximationswithmalliavincalculusfromsteinsmethodtouniversality

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