Approximation of quadratic forms of independent random vectors by accompanying laws

DOI10.4213/TVP1805MaRDI QIDQ3842397zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

rate of convergencecompound Poisson distributionquadratic formaccompanying law

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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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

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