Displaying similar documents to “Nonlinear error propagation law”

A vectorial expression for Liapounov's central limit theorem.

Ramón Ardanuy, Angel Luis Sánchez (1992)

Extracta Mathematicae

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In this paper we prove two Liapounov's central limit theorems for a sequence of independent p-dimensional random vectors, with mean and variance and covariance matrix ∑n, in cases of both general and uniformly bounded sequence.

On mean central limit theorems for stationary sequences

Jérôme Dedecker, Emmanuel Rio (2008)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper, we give estimates of the minimal 𝕃 1 distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.