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About the distance between the distributions of the sums of the random polynomial forms - MaRDI portal

About the distance between the distributions of the sums of the random polynomial forms (Q1324874)

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scientific article; zbMATH DE number 578663
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About the distance between the distributions of the sums of the random polynomial forms
scientific article; zbMATH DE number 578663

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    About the distance between the distributions of the sums of the random polynomial forms (English)
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    21 July 1994
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    Let \(Z_ 1, Z_ 2, \dots\) be i.i.d. random variables. The random polynomial and multilinear forms of degree are defined as follows: \[ H_{n,k} = H_{n,k} (X_ 1, \dots, X_ n) = \sum_{1 \leq i_ 1 \dots i_ k \leq n} a_{i_ 1 \dots i_ k} X_{i_ 1} \dots X_{i_ k}, \quad a_{i_ 1 \dots i_ k} \in \mathbb{R}, \] and \[ Q_{n,k} = Q_{n,k} (X_ 1, \dots, X_ n) = \sum_{1 \leq i_ 1 \neq \cdots \neq i_ k \leq n} a_{i_ 1 \dots i_ k} X_{i_ 1} \dots X_{i_ k}. \] Let \(H^*_{n,k} = H_{n,k} (Y_ 1, \dots, Y_ n)\), \(Q^*_{n,k} = Q_{n,k} (Y_ 1, \dots, Y_ k)\) where \(X_ 1\) and \(Y_ 1\) are independent. The author investigates the distance between the \(\eta_{n,k} = \sum^ k_{j=1} H_{n,j}\) and \(\eta^*_{n,k} = \sum^ k_{j=1} Q_{n,j}\) distributions. The main result is that this distance under some condition has order \(n^{-1/2}\) as \(n \to \infty\), and in some cases it has order \(n^{-1}\).
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    random polynomial
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    multilinear form
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