The Multidimensional Central Limit Theorem for Arrays Normed by Affine Transformations
Hahn, Marjorie G. ; Klass, Michael J.
Ann. Probab., Tome 9 (1981) no. 6, p. 611-623 / Harvested from Project Euclid
Let $X_{n1}, \cdots, X_{nk_n}$ be independent random vectors in $\mathbb{R}^d$. Necessary and sufficient conditions are found for the existence of linear operators $A_n$ on $\mathbb{R}^d$ such that $\mathscr{L}(A_n(\sum^{k_n}_{j = 1} X_{nj})) \rightarrow N(\overset{\rightarrow}{0}, I)$, where $I$ is the $d \times d$ identity covariance matrix. These results extend the authors' previous work on sums of i.i.d. random vectors. The proof of the main theorem is constructive, yielding explicit centering vectors and norming linear operators.
Publié le : 1981-08-14
Classification:  Central limit theorem,  triangular array,  multivariate normal,  operator normalization,  translated trimming,  60F05
@article{1176994366,
     author = {Hahn, Marjorie G. and Klass, Michael J.},
     title = {The Multidimensional Central Limit Theorem for Arrays Normed by Affine Transformations},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 611-623},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994366}
}
Hahn, Marjorie G.; Klass, Michael J. The Multidimensional Central Limit Theorem for Arrays Normed by Affine Transformations. Ann. Probab., Tome 9 (1981) no. 6, pp.  611-623. http://gdmltest.u-ga.fr/item/1176994366/