An improved estimate for the convergence rate in the multidimensional central limit theorem
An improvement is offered for the estimate of the convergence rate in the multidimensional central limit theorem. The value of the offered estimate obviously depends on the dimension of the random vectors.
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Keywords
многомерная центральная предельная теорема, скорость сходимости, локально зависимые случайные векторы, multidimensional central limit theorem, rate of convergence, locally dependent random vectorsAuthors
Name | Organization | |
Volgin A. V. | Moscow State Technical University of Radio Engineering, Electronics and Automation | artem.volgin@bk.ru |
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