Two multivariate central limit theorems

Details Two multivariate central limit theorems Two multivariate central limit theorems

2007-06-06

arxiv.org/abs/0706.0844v1

Mathematics

Probability

10 pages

Scientific paper

In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a basis of the $k$-dimensional space onto which we project. The random vectors considered are two generalizations of the case of a vector with independent, identically distributed components. In the first case, the random vector has components which are independent but need not have the same distribution. The second case deals with finite exchangeable sequences of random variables.

Affiliated with

Also associated with

No associations

Rating

Two multivariate central limit theorems does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Two multivariate central limit theorems, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Two multivariate central limit theorems will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-357046