Non-uniform Berry-Esseen bounds via Malliavin-Stein method
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866910588308815872 |
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| author | Dung, Nguyen Tien Vi, Le Thuy, Pham Thi Phuong |
| author_facet | Dung, Nguyen Tien Vi, Le Thuy, Pham Thi Phuong |
| contents | In this paper, we establish non-uniform Berry-Esseen bounds by means of the Malliavin-Stein method. Applications to the multiple Wiener-Itô integrals and the exponential functionals of Brownian motion are given to illustrate the theory. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_01550 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Non-uniform Berry-Esseen bounds via Malliavin-Stein method Dung, Nguyen Tien Vi, Le Thuy, Pham Thi Phuong Probability In this paper, we establish non-uniform Berry-Esseen bounds by means of the Malliavin-Stein method. Applications to the multiple Wiener-Itô integrals and the exponential functionals of Brownian motion are given to illustrate the theory. |
| title | Non-uniform Berry-Esseen bounds via Malliavin-Stein method |
| topic | Probability |
| url | https://arxiv.org/abs/2409.01550 |