Malliavin Calculus and Self Normalized Sums

Details Malliavin Calculus and Self Normalized Sums Malliavin Calculus and Self Normalized Sums

2011-07-02

arxiv.org/abs/1107.0410v1

Mathematics

Probability

Scientific paper

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-Ess\'een bound with respect to several distances.

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