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The central limit theorem and chaos

✍ Scribed by Ying-xuan Niu


Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2009
Tongue
English
Weight
140 KB
Volume
24
Category
Article
ISSN
1005-1031

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Multivariate variational inequalities are obtained in terms of the w-functions and the trace of a Fisher-type information matrix. In consequence of these inequalities, the multivariate central limit theorem arises in the sense of the total variation.