Malliavin Calculus and Self Normalized Sums
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🧮 math.PR
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calculusmalliavinsumsberry-essboundchaoticdistancesexpansion
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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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