English

Two multivariate central limit theorems

Probability 2007-06-07 v1

Abstract

In this paper, explicit error bounds are derived in the approximation of rank kk projections of certain nn-dimensional random vectors by standard kk-dimensional Gaussian random vectors. The bounds are given in terms of kk, nn, and a basis of the kk-dimensional space onto which we project. The random vectors considered are two generalizations of the case of a vector with independent, identically distributed components. In the first case, the random vector has components which are independent but need not have the same distribution. The second case deals with finite exchangeable sequences of random variables.

Keywords

Cite

@article{arxiv.0706.0844,
  title  = {Two multivariate central limit theorems},
  author = {Elizabeth Meckes},
  journal= {arXiv preprint arXiv:0706.0844},
  year   = {2007}
}
R2 v1 2026-06-21T08:35:51.103Z