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

2024/09/03 by Nguyen Tien Dung, Dung, Nguyen Tien, Le Vi +3 · 1 citation
Mathematics · #FOS: Mathematics #Graph theory and applications #Probability (math.PR) #Random Matrices and Applications #Spectral Theory in Mathematical Physics

paper · pdf · doi:10.48550/arxiv.2409.01550

openalex publication_date 2024/09/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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.

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• Non-uniform bounds for non-normal approximation via Stein's method with applications to the Curie--Weiss model and the imitative monomer-dimer model

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