Rate of convergence in CLT on stratified groups

DOI10.1016/0047-259X(91)90050-CzbMATH Open0746.60011OpenAlexW2024446022MaRDI QIDQ1175673FDOQ1175673

Gyula Pap

Publication date: 25 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(91)90050-c

zbMATH Keywords

rate of convergencemoment conditionssimply connected nilpotent Lie groupGaussian semigrouppseudomoment

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cites Work

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• Hypoelliptic second order differential equations
• Hardy Spaces on Homogeneous Groups. (MN-28), Volume 28
• Dependence of the Berry-Esseen estimate on the dimension
• Berry-Esseen estimates in Hilbert space and an application to the law of the iterated logarithm
• Sharp pointwise estimate for the kernels of the semigroup generated by sums of even powers of vector fields on homogeneous groups
• Normal approximation - some recent advances
• Nonuniform estimate of the rate of convergence in the CLT with stable limit distribution
• Absolute continuity, singularity, and supports of Gauss semigroups on a Lie group
• Th�or�me de la limite centrale sur les groupes nilpotents
• On the central limit theorem in R k

Cited In (2)

• The accuracy of Gaussian approximations in nilpotent Lie groups
• The local limit theorem on nilpotent Lie groups

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