Book Review: Normal approximations with Malliavin calculus. From Stein’s method to universality

DOI10.1090/S0273-0979-2013-01432-0zbMath1301.00034MaRDI QIDQ2933821

David Nualart

Publication date: 8 December 2014

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://www.ams.org/journals/bull/2014-51-03/S0273-0979-2013-01432-0/S0273-0979-2013-01432-0.pdf

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Approximations to statistical distributions (nonasymptotic) (62E17) Convergence of probability measures (60B10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) External book reviews (00A17)

Related Items (1)

Book review of: V. Féray et al., Mod-\(\phi\) convergence. Normality zones and precise deviations

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