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A Multivariate CLT for Weighted Sums with Rate of Convergence of Order O(1/n)

Springer Proceedings in Mathematics & Statistics. 2023. No. 425. P. 225–257.
Ulyanov V. V., Ayvazyan S.

The “typical” asymptotic behavior of the weighted sums of independent random vectors in k-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order O(1/n). This extends the one-dimensional Klartag and Sodin (2011) result

Research target: Mathematics
Language: English
Full text
DOI
Keywords: weighted sums
Publication based on the results of:
Structural learning and its applications (2023)
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