Publication
Title
Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors
Author
Abstract
We use a multivariate version of Stein's method to establish a quantitative Lindeberg CLT for the Fourier transforms of random N-vectors. We achieve this, conceptually mainly by constructing a natural approach structure on N -random vectors overlying the topology of weak convergence, and technically mainly by deducing a specific integral representation for the Hessian matrix of a solution to the Stein equation with test function View the MathML sourceet(x)=exp⁡(−i∑k=1Ntkxk), where t,x∈RNt,x∈RN.
Language
English
Source (journal)
Journal of mathematical analysis and applications. - New York, N.Y.
Publication
New York, N.Y. : 2016
ISSN
0022-247X
Volume/pages
433:2(2016), p. 1441-1458
ISI
000362048700040
Full text (Publishers DOI)
Full text (open access)
Full text (publishers version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 01.09.2015
Last edited 14.05.2017
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