Malliavin Calculus and Self Normalized Sums

Bourguin, Solesne; Tudor, Ciprian

Document type :

Pré-publication ou Document de travail

Permalink :

http://hdl.handle.net/20.500.12210/120918

Title :

Malliavin Calculus and Self Normalized Sums

Author(s) :

Bourguin, Solesne [Auteur]
Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) [SAMM]
Tudor, Ciprian [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]

HAL domain(s) :

Mathématiques [math]/Probabilités [math.PR]

English 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.

Language :

Anglais

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