Books and lecture notes

  1. G. Peccati and M.S. Taqqu (2010). Wiener Chaos: Moments, Cumulants and Diagrams. Springer-Verlag. (Errata)
  2. D. Marinucci and G. Peccati (2011). Random Fields on the Sphere. Representation, Limit Theorems and Cosmological Applications. Lecture Notes of the London Mathematical Society, n. 389. Cambridge University Press.
  3. I. Nourdin and G. Peccati (2012). Normal Approximations Using Malliavin Calculus: from Stein's Method to Universality. Cambridge Tracts in Mathematics. Cambridge University Press.

Here is a set of lecture notes on Stein's method. They come from a short course I delivered in Singapore in 2009. (Check Section 2: there is some extended discussion about probabilistic approximations and time-changes).