Ivan nourdin (51 risultati)

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Condizione: New. This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus. Series: Cambridge Tracts in Mathematics. Num Pages: 254 pages, 70 exercises. BIC Classification: PBK; PBT. Category: (P) Professional & Vocational. Dimension: 233 x 153 x 18. Weight in Grams: 54. From Stein's Method to Universality. Series: Cambridge Tracts in Mathematics. 254 pages, 70 exercises. Shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus. Cateogry: (P) Professional & Vocational. BIC Classification: PBK; PBT. Dimension: 233 x 153 x 18. Weight: 498. . 2012. 1st Edition. Hardcover. . . . . …

Hardback. Condizione: New. Stein's method is a collection of probabilistic techniques that allow one to assess the distance between two probability distributions by means of differential operators. In 2007, the authors discovered that one can combine Stein's method with the powerful Malliavin calculus of variations, in order to deduce quantitative central limit theorems involving functionals of general Gaussian fields. This book provides an ideal introduction both to Stein's method and Malliavin calculus, from the standpoint of normal approximations on a Gaussian space. Many recent developments and applications are studied in detail, for instance: fourth moment theorems on the Wiener chaos, density estimates, Breuer-Major theorems for fractional processes, recursive cumulant computations, optimal rates and universality results for homogeneous sums. Largely self-contained, the book is perfect for self-study. It will appeal to researchers and graduate students in probability and statistics, especially those who wish to understand the connections between Stein's method and Malliavin calculus.…

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Hardcover. Condizione: Brand New. 1st edition. 270 pages. 8.98x5.98x0.79 inches. In Stock.

Hardback. Condizione: New. New copy - Usually dispatched within 3 working days.

Softcover. Condizione: Bon. Ancien livre de bibliothèque avec équipements. Edition 2001. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Edition 2001. Ammareal gives back up to 15% of this item's net price to charity organizations.…

Condizione: New. This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus. Series: Cambridge Tracts in Mathematics. Num Pages: 254 pages, 70 exercises. BIC Classification: PBK; PBT. Category: (P) Professional & Vocational. Dimension: 233 x 153 x 18. Weight in Grams: 54. From Stein's Method to Universality. Series: Cambridge Tracts in Mathematics. 254 pages, 70 exercises. Shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus. Cateogry: (P) Professional & Vocational. BIC Classification: PBK; PBT. Dimension: 233 x 153 x 18. Weight: 498. . 2012. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. …

Condizione: New. pp. 254.

Condizione: New. In.

Condizione: New. In.

Hardcover. Condizione: Brand New. 1st edition. 270 pages. 8.98x5.98x0.79 inches. In Stock.

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Gebunden. Condizione: New. This book studies normal approximations by means of two powerful probabilistic techniques: the Malliavin calculus and Stein s method. Largely self-contained it is perfect for self-study and will appeal both to researchers and to graduate students in probabi.

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Condizione: New.

Condizione: New. pp. 136 Softcover reprint of the original 1st ed. 2012 edition NO-PA16APR2015-KAP.

Condizione: New. pp. 132.

Hardback. Condizione: New. Stein's method is a collection of probabilistic techniques that allow one to assess the distance between two probability distributions by means of differential operators. In 2007, the authors discovered that one can combine Stein's method with the powerful Malliavin calculus of variations, in order to deduce quantitative central limit theorems involving functionals of general Gaussian fields. This book provides an ideal introduction both to Stein's method and Malliavin calculus, from the standpoint of normal approximations on a Gaussian space. Many recent developments and applications are studied in detail, for instance: fourth moment theorems on the Wiener chaos, density estimates, Breuer-Major theorems for fractional processes, recursive cumulant computations, optimal rates and universality results for homogeneous sums. Largely self-contained, the book is perfect for self-study. It will appeal to researchers and graduate students in probability and statistics, especially those who wish to understand the connections between Stein's method and Malliavin calculus.…

Taschenbuch. Condizione: Neu. Selected Aspects of Fractional Brownian Motion | Ivan Nourdin | Taschenbuch | Bocconi & Springer Series | xii | Englisch | 2016 | Springer | EAN 9788847058491 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

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Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

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Hardcover. Condizione: Brand New. 140 pages. 9.25x6.25x0.50 inches. In Stock.