Title
Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
New York, N.Y. ,
Subject
Mathematics
Source (journal)
Journal of mathematical analysis and applications. - New York, N.Y.
Volume/pages
433(2016) :2 , p. 1441-1458
ISSN
0022-247X
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
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.
E-info
https://repository.uantwerpen.be/docman/iruaauth/b54ae0/8306b322c29.pdf
Full text (open access)
https://repository.uantwerpen.be/docman/irua/19b30f/10683.pdf
E-info
https://repository.uantwerpen.be/docman/iruaauth/b822d4/126917.pdf
Handle