Non-uniform Berry--Esseen bounds for Gaussian, Poisson and Rademacher
processes
Non-uniform Berry--Esseen bounds for Gaussian, Poisson and Rademacher
processes
In this paper we obtain non-uniform Berry-Esseen bounds for normal approximations by the Malliavin-Stein method. The techniques rely on a detailed analysis of the solutions of Stein's equations and will be applied to functionals of a Gaussian process like multiple Wiener-It\^o integrals, to Poisson functionals as well as to the …