- G. Peccati and M.S. Taqqu (2010).
*Wiener Chaos: Moments, Cumulants and Diagrams.*Springer-Verlag. (Errata) - 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. - 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). |