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

DOI10.1090/S0273-0979-2013-01432-0MaRDI QIDQ2933821zbMATH OpenFDO

Authors 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

External book reviews (00A17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Convergence of probability measures (60B10) 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) Asymptotic distribution theory in statistics (62E20)

Cited in

(1)

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

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