Moment bounds and central limit theorem
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Philippe Soulier
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Article
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2001
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Elsevier Science
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English
β 136 KB
In this note, bounds for moments of functions of Gaussian vectors are proved, generalizing earlier results by Taqqu (Z. Wahrscheinlichkeitstheorie verw. Gebite 40 (1977) 203) and Arcones (Ann. probab. 15 (4) (1994) 2243). These bounds are used to derive a Lindeberg-Levy central limit theorem for tri