The central limit problem for random vectors with symmetries (Q2471120)
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English | The central limit problem for random vectors with symmetries |
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The central limit problem for random vectors with symmetries (English)
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18 February 2008
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Let \(X\in \mathbb{R}^n, \quad n\geq 2\) be a random vector. Consider the random variable \(W_\Theta=(X,\Theta)\), where \((\cdot,\cdot)\) is the standard inner product on \(\mathbb{R}^n\) and \(\Theta\in S^{n-1}\). This paper contains an analysis of sufficient conditions under which \(W_\Theta\) is approximately normal. In particular the authors obtain results for distributions which are coordinatewise symmetric, uniform in a regular simplex, or spherically symmetric. The main technical tool is Stein's method of exchangeable pairs; this approach has not previously been used in convex geometry.
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Central limit problem
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convex bodies
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Stein's method
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