Estimates of the rate of convergence in the multidimensional central limit theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 345-348
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The remainder term in the multidimensional central limit theorem is estimated by the expression depending on the measure of the set and on the distance from this set to the origin.
@article{TVP_1982_27_2_a15,
author = {S. V. Fomin},
title = {Estimates of the rate of convergence in the multidimensional central limit theorem},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {345--348},
year = {1982},
volume = {27},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a15/}
}
S. V. Fomin. Estimates of the rate of convergence in the multidimensional central limit theorem. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 345-348. http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a15/