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JOURNALS // Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki // Archive

Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2013 Volume 155, Book 2, Pages 33–43 (Mi uzku1195)

This article is cited in 3 papers

Estimation of the Rate of Convergence in the Multidimensional Central Limit Theorem for Endomorphisms of Euclidean Space

F. G. Gabbasova, V. T. Dubrovinb

a Kazan State University of Architecture and Engineering
b Kazan (Volga Region) Federal University

Abstract: Let $W$ be such a nonsingular integer square matrix of order $d$ that $|\mathrm{det}\, W|>1$; $f_i(x)$ are real-valued periodic in each argument Lipschitz-continuous functions defined on the unit hypercube in $R^{\, d}$. We consider $m$-dimensional vectors $(f_1(xW^k),\ldots,f_m(xW^k)), $ $k=1,2,\ldots$ and obtain the estimate of order $O(n^{\varepsilon- 1/2})$ (where $\varepsilon$ is an arbitrarily small number) for the distance between the distribution of the normalized sum of these vectors and the normal distribution at all measurable convex sets from $R^m$.

Keywords: endomorphisms, limit theorem, rate of convergence.

UDC: 519.21

Received: 24.03.2013



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