Estimation of the Rate of Convergence in the Multidimensional Central Limit Theorem for Endomorphisms of Euclidean Space
Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 155 (2013) no. 2, pp. 33-43
Voir la notice du chapitre de livre provenant de la source Math-Net.Ru
Let $W$ be such a nonsingular integer square matrix of order $d$ that $|\mathrm{det}\, W|>1$; $f_i(x)$ are real-valued periodic in each argument Lipschitz-continuous functions defined on the unit hypercube in $R^{\, d}$. We consider $m$-dimensional vectors $(f_1(xW^k),\ldots,f_m(xW^k)), $ $k=1,2,\ldots$ and obtain the estimate of order $O(n^{\varepsilon- 1/2})$ (where $\varepsilon$ is an arbitrarily small number) for the distance between the distribution of the normalized sum of these vectors and the normal distribution at all measurable convex sets from $R^m$.
Keywords:
endomorphisms, limit theorem, rate of convergence.
@article{UZKU_2013_155_2_a2,
author = {F. G. Gabbasov and V. T. Dubrovin},
title = {Estimation of the {Rate} of {Convergence} in the {Multidimensional} {Central} {Limit} {Theorem} for {Endomorphisms} of {Euclidean} {Space}},
journal = {U\v{c}\"enye zapiski Kazanskogo universiteta. Seri\^a Fiziko-matemati\v{c}eskie nauki},
pages = {33--43},
publisher = {mathdoc},
volume = {155},
number = {2},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/UZKU_2013_155_2_a2/}
}
TY - JOUR AU - F. G. Gabbasov AU - V. T. Dubrovin TI - Estimation of the Rate of Convergence in the Multidimensional Central Limit Theorem for Endomorphisms of Euclidean Space JO - Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki PY - 2013 SP - 33 EP - 43 VL - 155 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/UZKU_2013_155_2_a2/ LA - ru ID - UZKU_2013_155_2_a2 ER -
%0 Journal Article %A F. G. Gabbasov %A V. T. Dubrovin %T Estimation of the Rate of Convergence in the Multidimensional Central Limit Theorem for Endomorphisms of Euclidean Space %J Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki %D 2013 %P 33-43 %V 155 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/UZKU_2013_155_2_a2/ %G ru %F UZKU_2013_155_2_a2
F. G. Gabbasov; V. T. Dubrovin. Estimation of the Rate of Convergence in the Multidimensional Central Limit Theorem for Endomorphisms of Euclidean Space. Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 155 (2013) no. 2, pp. 33-43. http://geodesic.mathdoc.fr/item/UZKU_2013_155_2_a2/