You are here

Normal Approximation with Malliavin Calculus

Ivan Nourdin and Giovanni Peccati
Publisher: 
Cambridge University Press
Publication Date: 
2012
Number of Pages: 
239
Format: 
Hardcover
Series: 
Cambridge Tracts in Mathematics 192
Price: 
80.00
ISBN: 
9781107017771
Category: 
Monograph
There is no review yet. Please check back later.

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.

Dummy View - NOT TO BE DELETED