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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
Estimate of the rate of convergence of probability distributions to a uniform distribution
A. A. Kulikova M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
The paper considers sequences of random vectors in the Euclidean space $\mathbf{R}^s (s\ge2)$: $X_1,X_2,\dots,X_n,\dots,X_n=(X_{n1},\dots,X_{ns})$, $0\le X_{nj}\le 1$, $j=1,\ldots,s$.
A deviation of a distribution of the random vectors $X_n$ from a uniform distribution on a cube $[0,1]^s$ is evaluated in terms of mathematical expectations $\mathbf{E} e^{2\pi i(m,X_n)}$, where $m$ is a vector with integer-valued coordinates. If they decrease rapidly enough as $n\to\infty$ for any convex domain $D\subset[0,1]^s$, the value $|\mathbf{P}\{X_n\in D\}-\mathrm{vol}_s(D)|$ decreases as some positive order of $1/n$.
This work is a generalization of [A. Ya. Kuznetsova and A. A. Kulikova, Moscow Univ. Comput. Math. Cybernet., 2002, no. 3, pp. 35–43], in which $s=1$ was assumed.
Keywords:
convergence of distributions, uniform distribution, summation Poisson formula.
Received: 22.07.2002
Citation:
A. A. Kulikova, “Estimate of the rate of convergence of probability distributions to a uniform distribution”, Teor. Veroyatnost. i Primenen., 47:4 (2002), 780–787; Theory Probab. Appl., 47:4 (2003), 693–699
Linking options:
https://www.mathnet.ru/eng/tvp3782https://doi.org/10.4213/tvp3782 https://www.mathnet.ru/eng/tvp/v47/i4/p780
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