Abstract
This paper shows how to obtain asymptotic expansions for densities in the central limit theorem for multidimensional spaces using analogues of the Chebyshev–Hermite polynomials which are generalizations of the complete Chebyshev–Hermite polynomials of [V. V. Senatov, Theory Probab. Appl., 52 (2008), pp. 531–538].
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