Asymptotic Distribution of Quadratic Forms If
نویسنده
چکیده
We consider quadratic forms Q n = X 1j<kn a jk X j X k ; where X j are i.i.d. random variables with nite third moment. We obtain optimal bounds for the Kolmogorov distance between the distribution of Q n and the distribution of the same quadratic forms with X j replaced by corresponding Gaussian random variables.
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