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Multidimensional central limit theorem for sums of functions of the trajectories of endomorphisms

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dc.contributor.author Dubrovin V.
dc.contributor.author Gabbasov F.
dc.contributor.author Chebakova V.
dc.date.accessioned 2018-09-19T22:10:13Z
dc.date.available 2018-09-19T22:10:13Z
dc.date.issued 2016
dc.identifier.issn 1995-0802
dc.identifier.uri https://dspace.kpfu.ru/xmlui/handle/net/144801
dc.description.abstract © 2016, Pleiades Publishing, Ltd.We study the rate of convergence in the central limit theorem for vector-valued sequences generated by endomorphisms of a multidimensional torus. In the proved theorem for sums of functions of the trajectories of endomorphisms of s-dimensional Euclidean space it is obtained almost optimal rate of convergence to the normal distribution. In the proof we use “method of successive approximations”, developed by us earlier (see Dubrovin V.T., Moskvin D.A. Theory of Probability & Its Applications, 1980, V. 24, Is. 3, P. 560–571) to prove limit theorems taking into account the rate of convergence for the sums of functions of sequences that satisfy a mixing condition.
dc.relation.ispartofseries Lobachevskii Journal of Mathematics
dc.subject adaptation parameters of approximation
dc.subject given accuracy of optimization problem
dc.subject satisfactory approximation of admissible set
dc.subject Sequential unconstrained minimization methods
dc.title Multidimensional central limit theorem for sums of functions of the trajectories of endomorphisms
dc.type Article
dc.relation.ispartofseries-issue 4
dc.relation.ispartofseries-volume 37
dc.collection Публикации сотрудников КФУ
dc.relation.startpage 409
dc.source.id SCOPUS19950802-2016-37-4-SID84978531551


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  • Публикации сотрудников КФУ Scopus [24551]
    Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.

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