Malliavin Calculus and Self Normalized Sums

Reference : Malliavin Calculus and Self Normalized Sums


	Document type :	Parts of books : Contribution to collective works
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/26275

Title :	Malliavin Calculus and Self Normalized Sums
Language :	English
Author, co-author :	Bourguin, Solesne [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Tudor, Ciprian A []
Publication date :	24-Apr-2013
Main document title :	Séminaire de Probabilités XLV
Publisher :	Springer International Publishing
Pages :	323-351
Peer reviewed :	No
ISBN :	978-3-319-00320-7
Keywords :	[en] Chaos expansions ; Limit theorems ; Malliavin calculus ; Multiple stochastic integrals ; Self-normalized sum ; Stein’s method
Abstract :	[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.
Permalink :	http://hdl.handle.net/10993/26275
DOI :	10.1007/978-3-319-00321-4_13

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