Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizi
A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical
This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus
Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the