Invariance principles for homogeneous sums: Universality of Gaussian Wiener chaos
We compute explicit bounds in the normal and chi-square approximations of multilinear homogenous sums (of arbitrary order) of general centered independent random variables with unit variance. In particular, we show that chaotic random variables enjoy the following form of universality: (a) the norma...
| Hlavní autoři: | , , |
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| Médium: | Journal article |
| Jazyk: | English |
| Vydáno: |
2009
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