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Normal Approximation by Stein’s Method
Language: en
Pages: 411
Authors: Louis H.Y. Chen
Categories: Mathematics
Type: BOOK - Published: 2010-10-13 - Publisher: Springer Science & Business Media

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Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizi
An Introduction to Stein's Method
Language: en
Pages: 240
Authors: A. D. Barbour
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: World Scientific

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A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical
Normal Approximations with Malliavin Calculus
Language: en
Pages: 255
Authors: Ivan Nourdin
Categories: Mathematics
Type: BOOK - Published: 2012-05-10 - Publisher: Cambridge University Press

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This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus
Normal Approximation and Asymptotic Expansions
Language: en
Pages: 333
Authors: Rabi N. Bhattacharya
Categories: Mathematics
Type: BOOK - Published: 2010-11-11 - Publisher: SIAM

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-Fourier analysis, --
Approximate Computation of Expectations
Language: en
Pages: 172
Authors: Charles Stein
Categories: Mathematics
Type: BOOK - Published: 1986 - Publisher: IMS

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