AN EXPOSITION OF GÖTZE’S ESTIMATION OF THE RATE OF CONVERGENCE IN THE MULTIVARIATE CENTRAL LIMIT THEOREM By
نویسندگان
چکیده
We provide an explanation of the main ideas underlying Götze's main result in [9] using Stein's method. We also provide detailed derivations of various intermediate estimates. Curiously, we are led to a different dimensional dependence of the constant than that given in [9]. We would like to dedicate this to Charles Stein on the occasion of his 90th birthday.
منابع مشابه
Almost Sure Convergence Rates for the Estimation of a Covariance Operator for Negatively Associated Samples
Let {Xn, n >= 1} be a strictly stationary sequence of negatively associated random variables, with common continuous and bounded distribution function F. In this paper, we consider the estimation of the two-dimensional distribution function of (X1,Xk+1) based on histogram type estimators as well as the estimation of the covariance function of the limit empirical process induced by the se...
متن کاملThe Local Limit Theorem: A Historical Perspective
The local limit theorem describes how the density of a sum of random variables follows the normal curve. However the local limit theorem is often seen as a curiosity of no particular importance when compared with the central limit theorem. Nevertheless the local limit theorem came first and is in fact associated with the foundation of probability theory by Blaise Pascal and Pierre de Fer...
متن کاملON CONVERGENCE THEOREMS FOR FUZZY HENSTOCK INTEGRALS
The main purpose of this paper is to establish different types of convergence theorems for fuzzy Henstock integrable functions, introduced by Wu and Gong cite{wu:hiff}. In fact, we have proved fuzzy uniform convergence theorem, convergence theorem for fuzzy uniform Henstock integrable functions and fuzzy monotone convergence theorem. Finally, a necessary and sufficient condition under which th...
متن کاملStrong convergence theorem for solving split equality fixed point problem which does not involve the prior knowledge of operator norms
Our contribution in this paper is to propose an iterative algorithm which does not require prior knowledge of operator norm and prove a strong convergence theorem for approximating a solution of split equality fixed point problem for quasi-nonexpansive mappings in a real Hilbert space. So many have used algorithms involving the operator norm for solving split equality fixed point problem, ...
متن کاملCentral Limit Theorem in Multitype Branching Random Walk
A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.
متن کامل