• Corpus ID: 245124584

A multivariate CLT for<<typical>>weighted sums with rate of convergence of order O(1/n)

  title={A multivariate CLT for<<typical>>weighted sums with rate of convergence of order O(1/n)},
  author={Sagak A. Ayvazyan and Vladimir V. Ulyanov},
The "typical" asymptotic behavior of the weighted sums of independent random vectors in :-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order $ (1/=). This extends the one-dimensional Klartag and Sodin (2011) result. 
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