关于高维拟幂定理与Berry-Esseen不等式
概率论
2016-05-09 v2 组合数学
摘要
Hwang的拟幂定理断言，矩生成函数近似由某个解析函数的幂给出的随机变量序列是渐近正态分布的。该定理被推广到高维随机变量。为获得此结果，证明了高维Berry-Esseen不等式的类似物，推广了Sadikova的二维版本。
引用
@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}
}
备注
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]