A note on the multivariate local limit theorem

M. Bloznelis

Statistics & Probability Letters, 2002, vol. 59, issue 3, 227-233

Abstract: Given a Gaussian distribution G in l2 we construct l2-valued i.i.d. random variables X1,X2,... such that: weakly, F1 is absolutely continuous with respect to G, and the total variation Fn-G[not right arrow]0. This contrasts to Prokhorov's (Dokl. Akad. Nauk SSSR (N.S) 83 (1952) 797) local limit theorem in Rk.

Keywords: Local; limit; theorem; Central; limit; theorem; Total; variation; Infinite; dimension (search for similar items in EconPapers)
Date: 2002
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(02)00125-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:59:y:2002:i:3:p:227-233

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().