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Non-uniform Berry-Esseen bounds via Malliavin-Stein method (2409.01550v1)
Published 3 Sep 2024 in math.PR
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.