Uniform rates of convergence in the CLT for quadratic forms in multidimensional spaces

DOI10.1007/S004400050136MaRDI QIDQ1376205zbMATH OpenOpenAlexFDO

Authors Friedrich Götze, Vidmantas Bentkus

Publication date 11 December 1997

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004400050136

zbMATH Keywords

Gaussian random vectorcovariance operatorconcentration function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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Cited in

(17)

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• Departure from normality of increasing-dimension martingales
• On the boson spectrum of the N particle Schrödinger operator with periodic binary potential (dense matter)
• A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate
• Optimal bounds in non-Gaussian limit theorems for U-statistics
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• Limit theorems for radial random walks on Euclidean spaces of high dimensions
• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• Proof of Tomaszewski's conjecture on randomly signed sums
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• Asymptotic expansions in non-central limit theorems for quadratic forms
• Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables

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