Homepage of Giovanni Peccati
Books and lecture notes
G. Peccati and M.S. Taqqu (2010).
Wiener Chaos: Moments, Cumulants and Diagrams.
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.
. 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).