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A note on the multivariate local limit theorem

โœ Scribed by M. Bloznelis

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
111 KB
Volume
59
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

Given a Gaussian distribution G in l 2 we construct l 2 -valued i.i.d. random variables X 1 ; X 2 ; : : : such that:

absolutely continuous with respect to G, and the total variation |F n -G| 9 0. This contrasts to Prokhorov's (Dokl. Akad. Nauk SSSR (N.S) 83 (1952) 797) local limit theorem in R k .

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