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Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors

Authors :
Berckmoes, Ben
Lowen, Bob
Van Casteren, Jan
Publication Year :
2013

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 by deducing a specific integral representation for the Hessian matrix of a solution to the Stein equation with test function $e_t(x) = \exp(- i \sum_{k=1}^N t_k x_k)$, where $t,x \in \mathbb{R}^N$.<br />Comment: 17 pages

Subjects

Subjects :
Mathematics - Probability
60F05

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1304.1934
Document Type :
Working Paper