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Normal Approximation with Malliavin Calculus

Publisher: 
Cambridge University Press
Number of Pages: 
239
Price: 
80.00
ISBN: 
9781107017771
Date Received: 
Monday, July 30, 2012
Reviewable: 
Yes
Include In BLL Rating: 
No
Reviewer Email Address: 
Ivan Nourdin and Giovanni Peccati
Series: 
Cambridge Tracts in Mathematics 192
Publication Date: 
2012
Format: 
Hardcover
Category: 
Monograph

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.

Publish Book: 
Modify Date: 
Monday, July 30, 2012

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