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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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