Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4614936 | Journal of Mathematical Analysis and Applications | 2016 | 18 Pages |
Abstract
We use a multivariate version of Stein's method to establish a quantitative Lindeberg CLT for the Fourier transforms of random N-vectors. We achieve this, conceptually mainly by constructing a natural approach structure on N -random vectors overlying the topology of weak convergence, and technically mainly by deducing a specific integral representation for the Hessian matrix of a solution to the Stein equation with test function et(x)=exp(−i∑k=1Ntkxk), where t,x∈RNt,x∈RN.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
B. Berckmoes, R. Lowen, J. Van Casteren,