On the Higher Dimensional Quasi-Power Theorem and a Berry-Esseen Inequality
Probability
2016-05-09 v2 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 of Sadikova.
Keywords
Cite
@article{arxiv.1602.04055,
title = {On the Higher Dimensional Quasi-Power Theorem and a Berry-Esseen Inequality},
author = {Clemens Heuberger and Sara Kropf},
journal= {arXiv preprint arXiv:1602.04055},
year = {2016}
}
Comments
Extended Abstract for the 27th International Conference on Probabilistic, Combinatorial and Asymptotic Methods for the Analysis of Algorithms. For full proofs see arXiv:1602.04055v1 [math.PR]