Higher Dimensional Quasi-Power Theorem and Berry-Esseen Inequality

Clemens Heuberger; Sara Kropf

doi:10.1007/s00605-018-1215-6

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arXiv · 1609.09599

Higher Dimensional Quasi-Power Theorem and Berry-Esseen Inequality

Clemens Heuberger·Sara Kropf

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Abstract

Hwang's quasi-power theorem asserts that a sequence of random variables whose moment generating functions are approximately given by powers of some analytic function is asymptotically normally distributed. This theorem is generalised to higher dimensional random variables. To obtain this result, a higher dimensional analogue of the Berry-Esseen inequality is proved, generalising a two-dimensional version by Sadikova.

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Clemens Heuberger, Sara Kropf. 2016-09-30. Higher Dimensional Quasi-Power Theorem and Berry-Esseen Inequality. https://doi.org/10.1007/s00605-018-1215-6

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