IMPROVING THE RATE OF CONVERGENCE IN THE MULTIDIMENSIONAL CENTRAL LIMIT THEOREM FOR SUMS OF LOCALLY DEPENDENT RANDOM VECTORS

2017 ◽  
pp. 13-24
Author(s):  
A. V. Volgin ◽  
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Rate Of Convergence ◽  
Central Limit ◽  
Random Vectors ◽  
Multidimensional Central Limit Theorem

On the asymptotic distribution of multivariate renewal processes

1984 ◽  
Vol 21 (3) ◽  
pp. 639-645 ◽  
Author(s):  
Ştefan P. Niculescu
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Rate Of Convergence ◽  
Asymptotic Distribution ◽  
Central Limit ◽  
Renewal Theory ◽  
Renewal Processes ◽  
Limit Distributions ◽  
Multidimensional Central Limit Theorem

Using a result of Bikjalis (1971) concerning the rate of convergence in the multidimensional central limit theorem we obtain informations about some limit distributions in multivariate renewal theory.

scholarly journals On the estimation of the rate of convergence in the multidimensional central limit theorem. II

1969 ◽  
Vol 9 (4) ◽  
pp. 791-815
Author(s):  
V. Paulauskas
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Rate Of Convergence ◽  
Central Limit ◽  
Multidimensional Central Limit Theorem

The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: В. Паулаускас. Об оценке скорости сходимости в многомерной центральной предельной теореме. II V. Paulauskas. Apie konvergavimo greičio įvertinimą daugiamatėje centrinėje ribinėje teoremoje. II

On the asymptotic distribution of multivariate renewal processes

1984 ◽  
Vol 21 (03) ◽  
pp. 639-645 ◽  
Author(s):  
Ştefan P. Niculescu
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Rate Of Convergence ◽  
Asymptotic Distribution ◽  
Central Limit ◽  
Renewal Theory ◽  
Renewal Processes ◽  
Limit Distributions ◽  
Multidimensional Central Limit Theorem

Using a result of Bikjalis (1971) concerning the rate of convergence in the multidimensional central limit theorem we obtain informations about some limit distributions in multivariate renewal theory.

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