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

DOI10.1090/S0273-0979-2013-01432-0zbMATH Open1301.00034MaRDI QIDQ2933821FDOQ2933821

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

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

Cited In (1)

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

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