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Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2013, Volume 155, Book 2, Pages 33–43
(Mi uzku1195)
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This article is cited in 3 scientific papers (total in 3 papers)
Estimation of the Rate of Convergence in the Multidimensional Central Limit Theorem for Endomorphisms of Euclidean Space
F. G. Gabbasova, V. T. Dubrovinb a Kazan State University of Architecture and Engineering
b Kazan (Volga Region) Federal University
Abstract:
Let $W$ be such a nonsingular integer square matrix of order $d$ that $|\mathrm{det}\, W|>1$; $f_i(x)$ are real-valued periodic in each argument Lipschitz-continuous functions defined on the unit hypercube in $R^{\, d}$. We consider $m$-dimensional vectors $(f_1(xW^k),\ldots,f_m(xW^k)), $ $k=1,2,\ldots$ and obtain the estimate of order $O(n^{\varepsilon- 1/2})$ (where $\varepsilon$ is an arbitrarily small number) for the distance between the distribution of the normalized sum of these vectors and the normal distribution at all measurable convex sets from $R^m$.
Keywords:
endomorphisms, limit theorem, rate of convergence.
Received: 24.03.2013
Citation:
F. G. Gabbasov, V. T. Dubrovin, “Estimation of the Rate of Convergence in the Multidimensional Central Limit Theorem for Endomorphisms of Euclidean Space”, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 155, no. 2, Kazan University, Kazan, 2013, 33–43
Linking options:
https://www.mathnet.ru/eng/uzku1195 https://www.mathnet.ru/eng/uzku/v155/i2/p33
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Abstract page: | 376 | Full-text PDF : | 127 | References: | 59 |
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