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Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors
- 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 :
- Mathematics - Probability
60F05
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1304.1934
- Document Type :
- Working Paper