Normal approximation for hierarchical structures (Q1769419)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normal approximation for hierarchical structures |
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Normal approximation for hierarchical structures (English)
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21 March 2005
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Normal limit is proved for the sequence \(X_{n}\) determined by the recursion \(X_{n+1}=\alpha_{n}X_{n}+Z_{n}\) where \(Z_{n}\) is a small perturbation. It is shown that the normal convergence of the hierarchical sequence holds with exponential bound under mild conditions. The result is related to zero bias and to the Wasserstein distance.
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