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Previous article Next article A Non-Uniform Estimate for the Convergence Speed in the Multi-Dimensional Central TheoremV. I. Rotar’V. I. Rotar’https://doi.org/10.1137/1115072PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Harald Bergström, On the central limit theorem in the space $R\sb k, k>1$, Skand. Aktuarietidskr., 28 (1945), 106–127 MR0015704 Google Scholar[2] V. V. Sazonov, On the multi-dimensional central limit theorem, Sankhyā Ser. A, 30 (1968), 181–204 MR0236979 0209.49601 Google Scholar[3] V. V. Sazanov, Masters Thesis, Studies on multi-dimensional and infinite-dimensional limit theorems of probability theory, Doctoral dissertation, Moscow, 1968, (In Russian.) Google Scholar[4] V. I. Paulauskas, Masters Thesis, Estimation of the remainder in the multi-dimensional central limit theorem, Candidate dissertation, Vil'nyus, 1968, (In Russian.) Google Scholar[5] Carl-Gustav Esseen, Fourier analysis of distribution functions. 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Bikjalis, Remainder terms in asymptotic expansions for characteristic functions and their derivatives, Litovsk. Mat. Sb., 7 (1967), 571–582 (1968), (In Russian.) MR0236970 Google Scholar[23] A. Bikyalis, On multi-dimensional characteristic functions, Litovsk. Mat. Sb., 8 (1968), 21–39, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Compact Law of the Iterated Logarithm for Matrix-Normalized Sums of Random VectorsTheory of Probability & Its Applications, Vol. 52, No. 4 | 19 November 2008AbstractPDF (197 KB)Rate of convergence in the multidimensional central limit theorem for stationary processes. 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