Asymptotic development for the CLT in total variation distance
Overview & Synopsis
The aim of this paper is to study the asymptotic expansion in total variation in the Central Limit Theorem when the law of the basic random variable is locally lower-bounded by the Lebesgue measure (or equivalently, has an absolutely continuous component): we develop the error in powers of n β1/2 and give an explicit formula for the approximating measure.
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Document Information
| Document Title | Asymptotic development for the CLT in total variation distance |
|---|---|
| Author / Organization | Vlad Bally, Lucia Caramellino |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2016 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-69847 |
| Original Source Link | Visit Source Page on hal.science » |