Approximation of quadratic forms of independent random vectors by accompanying laws

DOI10.4213/TVP1805zbMATH Open0913.60034OpenAlexW2312807964MaRDI QIDQ3842397FDOQ3842397

Authors: Friedrich Götze, Vidmantas Bentkus, A. Yu. Zaitsev 

Publication date: 5 November 1998

Published in: Teoriya Veroyatnostei i ee Primeneniya (Search for Journal in Brave)

Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97613

Recommendations

• scientific article; zbMATH DE number 29784
• scientific article; zbMATH DE number 4064247
• Two properties of vectors of quadratic forms in Gaussian random variables
• Approximations to Joint Distributions of Definite Quadratic Forms
• \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables
• Multivariate quadratic forms of random vectors
• scientific article; zbMATH DE number 54139

zbMATH Keywords

rate of convergencecompound Poisson distributionquadratic formaccompanying law

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cited In (7)

• Compound Poisson approximations for symmetric vectors
• Random vectors satisfying Khinchine–Kahane type inequalities for linear and quadratic forms
• Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
• Explicit rates of approximation in the CLT for quadratic forms
• Compound Poisson approximation
• Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics
• Approximation of a sample by a Poisson point process

This page was built for publication: Approximation of quadratic forms of independent random vectors by accompanying laws

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3842397)