Rates of Weak Convergence for the Multidimensional Central Limit Theorem

DOI10.1137/1115005MaRDI QIDQ5620227zbMATH OpenOpenAlexWikidataFDO

Authors Rabi Bhattacharya

Publication date 1970

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1115005

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited in

(8)

• Limit theorems in \(R^ k.\) I
• Rates of convergence of quadratic rank statistics
• Discrepancy and convex programming
• Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric.
• Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard
• Constants on a uniform Berry-Esseen bound on some Borel sets in R^k via Stein's method
• Speeds of convergence in limit theorems for joint distributions of some random binary mappings characteristics
• A note on controlled diffusions with long finite horizon

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