Higher Dimensional Quasi-Power Theorem and Berry-Esseen Inequality
Probability
2018-09-07 v1 Combinatorics
Abstract
Hwang's quasi-power theorem asserts that a sequence of random variables whose moment generating functions are approximately given by powers of some analytic function is asymptotically normally distributed. This theorem is generalised to higher dimensional random variables. To obtain this result, a higher dimensional analogue of the Berry-Esseen inequality is proved, generalising a two-dimensional version by Sadikova.
Keywords
Cite
@article{arxiv.1609.09599,
title = {Higher Dimensional Quasi-Power Theorem and Berry-Esseen Inequality},
author = {Clemens Heuberger and Sara Kropf},
journal= {arXiv preprint arXiv:1609.09599},
year = {2018}
}
Comments
Full version of the extended abstract arXiv:1602.04055 [math.PR]