On asymptotic expansion for the distribution of the sum of independent identically distributed random variables taking values in Hilbert space

1987 ◽  
pp. 693-696
Keyword(s):  
Hilbert Space ◽  
Asymptotic Expansion ◽  
Random Variables ◽  
Independent Identically Distributed

scholarly journals K-Convexity and Duality for Almost Summing Operators

2000 ◽  
Vol 7 (2) ◽  
pp. 245-268 ◽  
Author(s):  
O. Blasco ◽  
V. Tarieladze ◽  
R. Vidal
Keyword(s):  
Banach Space ◽  
Hilbert Space ◽  
Banach Spaces ◽  
Random Variables ◽  
Convex Banach Space ◽  
Precise Description ◽  
Fixed Sequence ◽  
Almost Summing ◽  
Independent Identically Distributed

Abstract For a fixed sequence f. = (fn ) of independent identically distributed symmetric random variables with , we introduce the notion of Kf. -convex Banach space and the notions of (fn )-bounding and (fn )-converging operators acting between Banach spaces. It is shown that the dual of the space of (fn )-converging operators between a Hilbert space and a Kf. -convex Banach space admits a precise description in terms of trace duality. The obtained results recover similar formulations for almost summing and γ-Radonifying operators.

A Note on the Accuracy of Normal Approximation of Random Quantities

2021 ◽  
Vol 73 (1) ◽  
pp. 62-67
Author(s):  
Ibrahim A. Ahmad ◽  
A. R. Mugdadi
Keyword(s):  
Sample Size ◽  
Order Statistic ◽  
Normal Approximation ◽  
Order Approximation ◽  
Random Variables ◽  
Random Variable ◽  
Limiting Distribution ◽  
Exact Order ◽  
Fixed Sample ◽  
Independent Identically Distributed

For a sequence of independent, identically distributed random variable (iid rv's) [Formula: see text] and a sequence of integer-valued random variables [Formula: see text], define the random quantiles as [Formula: see text], where [Formula: see text] denote the largest integer less than or equal to [Formula: see text], and [Formula: see text] the [Formula: see text]th order statistic in a sample [Formula: see text] and [Formula: see text]. In this note, the limiting distribution and its exact order approximation are obtained for [Formula: see text]. The limiting distribution result we obtain extends the work of several including Wretman[Formula: see text]. The exact order of normal approximation generalizes the fixed sample size results of Reiss[Formula: see text]. AMS 2000 subject classification: 60F12; 60F05; 62G30.

scholarly journals A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables

2021 ◽  
Vol 499 (1) ◽  
pp. 124982
Author(s):  
Benjamin Avanzi ◽  
Guillaume Boglioni Beaulieu ◽  
Pierre Lafaye de Micheaux ◽  
Frédéric Ouimet ◽  
Bernard Wong
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Random Variables ◽  
Independent Identically Distributed

scholarly journals A Shortcut to LAD Estimator Asymptotics

1991 ◽  
Vol 7 (4) ◽  
pp. 450-463 ◽  
Author(s):  
P.C.B. Phillips
Keyword(s):  
Asymptotic Expansion ◽  
Regression Model ◽  
Taylor Series ◽  
Asymptotic Theory ◽  
Random Variables ◽  
Generalized Functions ◽  
Infinite Variance ◽  
Series Expansions ◽  
Linear Functionals ◽  
Taylor Series Expansions

Using generalized functions of random variables and generalized Taylor series expansions, we provide quick demonstrations of the asymptotic theory for the LAD estimator in a regression model setting. The approach is justified by the smoothing that is delivered in the limit by the asymptotics, whereby the generalized functions are forced to appear as linear functionals wherein they become real valued. Models with fixed and random regressors, and autoregressions with infinite variance errors are studied. Some new analytic results are obtained including an asymptotic expansion of the distribution of the LAD estimator.

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