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Malliavin Calculus and Self Normalized Sums
Bourguin, Solesne; Tudor, Ciprian A
2013In Séminaire de Probabilités XLV
 

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Keywords :
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.
Disciplines :
Mathematics
Author, co-author :
Bourguin, Solesne ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Tudor, Ciprian A
External co-authors :
yes
Language :
English
Title :
Malliavin Calculus and Self Normalized Sums
Publication date :
24 April 2013
Main work title :
Séminaire de Probabilités XLV
Publisher :
Springer International Publishing
ISBN/EAN :
978-3-319-00320-7
Pages :
323-351
Available on ORBilu :
since 25 March 2016

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