Normal approximations with Malliavin calculus
نویسنده
چکیده
This monograph contains some recent results by the authors and their collaborators on the application of Stein’s method combined with Malliavin calculus to the normal approximation for functionals of a Gaussian process. It is addressed to researchers and graduate students in probability and statistics who would like to learn the basis of Gaussian analysis and its application to asymptotic techniques related to normal approximations.
منابع مشابه
Multivariate normal approximation using Stein’s method and Malliavin calculus
We combine Stein’s method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Gaussian fields. Our results generalize and refine the main findings by Peccati and Tudor (2005), Nualart and Ortiz-Latorre (2007), Peccati (2007) and Nourdin and Peccati (2007b, 2008); in particular, they apply to appr...
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