The Stein-Dirichlet-Malliavin method
نویسندگان
چکیده
منابع مشابه
Stein Meets Malliavin in Normal Approximation
Stein’s method is a method of probability approximation which hinges on the solution of a functional equation. For normal approximation, the functional equation is a first-order differential equation. Malliavin calculus is an infinite-dimensional differential calculus whose operators act on functionals of general Gaussian processes. Nourdin and Peccati (Probab. Theory Relat. Fields 145(1–2), 75...
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ژورنال
عنوان ژورنال: ESAIM: Proceedings and Surveys
سال: 2015
ISSN: 2267-3059
DOI: 10.1051/proc/201551003