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Title
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Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors
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Author
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Abstract
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| 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. |
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Language
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English
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Source (journal)
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Journal of mathematical analysis and applications. - New York, N.Y.
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Publication
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New York, N.Y.
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2016
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ISSN
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0022-247X
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DOI
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10.1016/J.JMAA.2015.08.040
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Volume/pages
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433
:2
(2016)
, p. 1441-1458
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ISI
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000362048700040
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Full text (Publisher's DOI)
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Full text (open access)
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Full text (publisher's version - intranet only)
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