Normal Approximations with Malliavin Calculus : From Stein's Method to Universality
Book Details
Format
Hardback or Cased Book
Book Series
Cambridge Tracts in Mathematics
ISBN-10
1107017777
ISBN-13
9781107017771
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 10th, 2012
Print length
254 Pages
Weight
546 grams
Dimensions
23.30 x 15.30 x 1.80 cms
Product Classification:
Calculus & mathematical analysisProbability & statistics
Ksh 14,200.00
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This book studies normal approximations by means of two powerful probabilistic techniques: the Malliavin calculus and Stein's method. Largely self-contained it is perfect for self-study and will appeal both to researchers and to graduate students in probability and statistics.
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