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Notes on the projective limit theorem of Kolmogorov

✍ Scribed by Heinz König

Publisher
Springer
Year
2010
Tongue
English
Weight
196 KB
Volume
14
Category
Article
ISSN
1385-1292

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A note on the multivariate local limit t
A note on the multivariate local limit theorem
✍ M. Bloznelis 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 111 KB

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 .