Article ID Journal Published Year Pages File Type
4614936 Journal of Mathematical Analysis and Applications 2016 18 Pages PDF
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
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