# A central limit theorem for convex sets

@article{Klartag2007ACL,
title={A central limit theorem for convex sets},
author={B. Klartag},
journal={Inventiones mathematicae},
year={2007},
volume={168},
pages={91-131}
}
• B. Klartag
• Published 2007
• Mathematics
• Inventiones mathematicae
• We show that there exists a sequence $\varepsilon_n\searrow0$ for which the following holds: Let K⊂ℝn be a compact, convex set with a non-empty interior. Let X be a random vector that is distributed uniformly in K. Then there exist a unit vector θ in ℝn, t0∈ℝ and σ>0 such that $$\sup_{A\subset\mathbb{R}}\left|\textit{Prob}\,\{\langle X,\theta\rangle\in A\}-\frac{1}{\sqrt{2\pi\sigma}}\int_Ae^{-\frac{(t - t_0)^2}{2\sigma^2}} dt\right|\leq\varepsilon_n,\qquad{(\ast)}$$ where the supremum runs over… CONTINUE READING
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