Non-uniform Berry-Esseen bounds via Malliavin-Stein method
Probability
2024-09-04 v1
Abstract
In this paper, we establish non-uniform Berry-Esseen bounds by means of the Malliavin-Stein method. Applications to the multiple Wiener-It\^o integrals and the exponential functionals of Brownian motion are given to illustrate the theory.
Keywords
Cite
@article{arxiv.2409.01550,
title = {Non-uniform Berry-Esseen bounds via Malliavin-Stein method},
author = {Nguyen Tien Dung and Le Vi and Pham Thi Phuong Thuy},
journal= {arXiv preprint arXiv:2409.01550},
year = {2024}
}
Comments
9 pages