Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Asymptotic expansions in the central limit theorem in Hilbert space - MaRDI portal

Asymptotic expansions in the central limit theorem in Hilbert space (Q1060485)

From MaRDI portal





scientific article; zbMATH DE number 3907456
Language Label Description Also known as
English
Asymptotic expansions in the central limit theorem in Hilbert space
scientific article; zbMATH DE number 3907456

    Statements

    Asymptotic expansions in the central limit theorem in Hilbert space (English)
    0 references
    1984
    0 references
    The author shows that Edgeworth expansions hold for the expectation of differentiable functions of Hilbert space valued sums of i.i.d. random vectors provided the function is bounded by a polynomial of order p, the p-th absolute moment exists and the derivatives are bounded by an exponential function of the norm. The latter condition improves upon previous results of other authors. The results are applied for the expansion of the characteristic function of a quadratic form on Hilbert space.
    0 references
    central limit theorem
    0 references
    Edgeworth expansions
    0 references
    characteristic function of a quadratic form on Hilbert space
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references