Reference : Malliavin Calculus and Self Normalized Sums
Parts of books : Contribution to collective works
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/26275
Malliavin Calculus and Self Normalized Sums
English
Bourguin, Solesne [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Tudor, Ciprian A []
24-Apr-2013
Séminaire de Probabilités XLV
Springer International Publishing
323-351
No
978-3-319-00320-7
[en] Chaos expansions ; Limit theorems ; Malliavin calculus ; Multiple stochastic integrals ; Self-normalized sum ; Stein’s method
[en] We study the self-normalized sums of independent random variables from the perspective of the Malliavin calculus. We give the chaotic expansion for them and we prove a Berry–Esséen bound with respect to several distances.
http://hdl.handle.net/10993/26275
10.1007/978-3-319-00321-4_13

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