Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
173 tokens/sec
GPT-4o
7 tokens/sec
Gemini 2.5 Pro Pro
46 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

On short Edgeworth expansions for weighted sums of random vectors (2312.14696v1)

Published 22 Dec 2023 in math.PR

Abstract: The "typical" asymptotic behavior of the weighted sums of independent, identically distibuted random vectors in k-dimensional space is considered. It is shown that under finitnes of fifth absolute moment of an individual term the rate of convergence by Edgeworth correction in the multivariate central limit theorem is of order O(1/n3/2 ). This extends the one-dimensional Bobkov(2020) result.

Summary

We haven't generated a summary for this paper yet.