Normal Approximations with Malliavin Calculus

Released on by Ivan Nourdin
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  • Normal Approximations with Malliavin Calculus Book Detail

  • Author : Ivan Nourdin
  • Release Date : 2014-05-14
  • Publisher :
  • Genre : MATHEMATICS
  • Pages : 256
  • ISBN 13 : 9781139380218
  • File Size : 76,76 MB
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Normal Approximations with Malliavin Calculus by Ivan Nourdin PDF Summary

Book Description: "This is a text about probabilistic approximations, which are mathematical statements providing estimates of the distance between the laws of two random objects. As the title suggests, we will be mainly interested in approximations involving one or more normal (equivalently called Gaussian) random elements. Normal approximations are naturally connected with central limit theorems (CLTs), i.e. convergence results displaying a Gaussian limit, and are one of the leading themes of the whole theory of probability"--

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