Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- 1 Malliavin operators in the one-dimensional case
- 2 Malliavin operators and isonormal Gaussian processes
- 3 Stein's method for one-dimensional normal approximations
- 4 Multidimensional Stein's method
- 5 Stein meets Malliavin: univariate normal approximations
- 6 Multivariate normal approximations
- 7 Exploring the Breuer–Major theorem
- 8 Computation of cumulants
- 9 Exact asymptotics and optimal rates
- 10 Density estimates
- 11 Homogeneous sums and universality
- Appendix A Gaussian elements, cumulants and Edgeworth expansions
- Appendix B Hilbert space notation
- Appendix C Distances between probability measures
- Appendix D Fractional Brownian motion
- Appendix E Some results from functional analysis
- References
- Author index
- Notation index
- Subject index
References
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- Introduction
- 1 Malliavin operators in the one-dimensional case
- 2 Malliavin operators and isonormal Gaussian processes
- 3 Stein's method for one-dimensional normal approximations
- 4 Multidimensional Stein's method
- 5 Stein meets Malliavin: univariate normal approximations
- 6 Multivariate normal approximations
- 7 Exploring the Breuer–Major theorem
- 8 Computation of cumulants
- 9 Exact asymptotics and optimal rates
- 10 Density estimates
- 11 Homogeneous sums and universality
- Appendix A Gaussian elements, cumulants and Edgeworth expansions
- Appendix B Hilbert space notation
- Appendix C Distances between probability measures
- Appendix D Fractional Brownian motion
- Appendix E Some results from functional analysis
- References
- Author index
- Notation index
- Subject index
Summary
- Type
- Chapter
- Information
- Normal Approximations with Malliavin CalculusFrom Stein's Method to Universality, pp. 227 - 234Publisher: Cambridge University PressPrint publication year: 2012