Normal approximations with Malliavin...
Nourdin, Ivan.

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  • Normal approximations with Malliavin calculus = from Stein's method to universality /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Normal approximations with Malliavin calculus/ Ivan Nourdin, Giovanni Peccati.
    其他題名: from Stein's method to universality /
    作者: Nourdin, Ivan.
    其他作者: Peccati, Giovanni,
    出版者: Cambridge :Cambridge University Press, : 2012.,
    面頁冊數: xiv, 239 p. :ill., digital ;24 cm.
    附註: Title from publisher's bibliographic system (viewed on 05 Oct 2015).
    內容註: Malliavin operators in the one-dimensional case -- Malliavin operators and isonormal Gaussian processes -- Stein's method for one-dimensional normal approximations -- Multidimensional Stein's method -- Stein meets Malliavin : univariate normal approximations -- Multivariate normal approximations -- Exploring the Breuer-Major theorem -- Computation of cumulants -- Exact asymptotics and optimal rates -- Density estimates -- Homogeneous sums and universality -- Gaussian elements, cumulants and Edgeworth expansions -- Hilbert space notation -- Distances between probability measures -- Fractional Brownian motion -- Some results from functional analysis.
    標題: Approximation theory. -
    電子資源: https://doi.org/10.1017/CBO9781139084659
    ISBN: 9781139084659
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W9396563 電子資源 11.線上閱覽_V 電子書 EB QA221 .N68 2012 一般使用(Normal) 在架 0
  • 1 筆 • 頁數 1 •
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