On the higher dimensional quasi-power theorem and a Berry-Esseen inequality

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Publication:4632485

zbMATH Open1412.60044arXiv1602.04055MaRDI QIDQ4632485FDOQ4632485


Authors: Clemens Heuberger, Sara Kropf Edit this on Wikidata


Publication date: 29 April 2019

Abstract: Hwang's quasi-power theorem asserts that a sequence of random variables whose moment generating functions are approximately given by powers of some analytic function is asymptotically normally distributed. This theorem is generalised to higher dimensional random variables. To obtain this result, a higher dimensional analogue of the Berry-Esseen inequality is proved, generalising a two-dimensional version of Sadikova.


Full work available at URL: https://arxiv.org/abs/1602.04055




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