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arXiv · 2409.01550

Non-uniform Berry-Esseen bounds via Malliavin-Stein method

Nguyen Tien Dung·Le Vi·Pham Thi Phuong Thuy
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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.

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Nguyen Tien Dung, Le Vi, Pham Thi Phuong Thuy. 2024-09-03. Non-uniform Berry-Esseen bounds via Malliavin-Stein method. https://arxiv.org/abs/2409.01550

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