On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\)

DOI10.1007/BF00324853zbMath0586.60018MaRDI QIDQ1071369

Stephen L. Portnoy

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

central limit theoremmoment generating functionmixed multivariate normal distributionuniform normal approximation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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