Mohlo by sa vám tiež páčiť

Viac informácií o knihe Normal Approximations with Malliavin Calculus

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 297 bodov

Anotácia knihy

Stein's method is a collection of probabilistic techniques that allow one to assess the distance between two probability distributions by means of differential operators. In 2007, the authors discovered that one can combine Stein's method with the powerful Malliavin calculus of variations, in order to deduce quantitative central limit theorems involving functionals of general Gaussian fields. This book provides an ideal introduction both to Stein's method and Malliavin calculus, from the standpoint of normal approximations on a Gaussian space. Many recent developments and applications are studied in detail, for instance: fourth moment theorems on the Wiener chaos, density estimates, Breuer–Major theorems for fractional processes, recursive cumulant computations, optimal rates and universality results for homogeneous sums. Largely self-contained, the book is perfect for self-study. It will appeal to researchers and graduate students in probability and statistics, especially those who wish to understand the connections between Stein's method and Malliavin calculus.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Calculus & mathematical analysis

• Celý názov: Normal Approximations with Malliavin Calculus
• Podnázov: From Stein's Method to Universality
• Autor: Ivan Nourdin
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 254
• EAN: 9781107017771
• ISBN: 1107017777
• ID: 04462217
• Nakladateľ: Cambridge University Press
• Hmotnosť: 546 g
• Rozmery: 233 × 153 × 18 mm
• Dátum vydania: 10. May 2012

Obľúbené z iného súdka

---

---

---