Welcome!
To use the personalized features of this site, please log in or register.
If you have forgotten your username or password, we can help.
My Menu
Saved Items

The Central Limit Problem for Random Vectors with Symmetries

Elizabeth S. MeckesContact Information and Mark W. MeckesContact Information

(1)  Department of Mathematics, Case Western Reserve University, Cleveland, OH 44106, USA

Received: 22 June 2005  Revised: 6 October 2006  Published online: 10 October 2007

Abstract   Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are coordinatewise symmetric, uniform in a regular simplex, or spherically symmetric. Our proofs are based on Stein’s method of exchangeable pairs; as far as we know, this approach has not previously been used in convex geometry. The spherically symmetric case is treated by a variation of Stein’s method which is adapted for continuous symmetries.

Keywords  Central limit problem - Convex bodies - Stein’s method

This work was done while at Stanford University.

Contact Information Elizabeth S. Meckes
Email: elizabeth.meckes@cwru.edu

Contact Information Mark W. Meckes (Corresponding author)
Email: mark.meckes@cwru.edu
Fulltext Preview (Small, Large)
Image of the first page of the fulltext

References secured to subscribers.



Export this article
Export this article as RIS | Text
 
Referenced by
1 newer article

  1. Milman, Emanuel (2008) On Gaussian Marginals of Uniformly Convex Bodies. Journal of Theoretical Probability
    [CrossRef]
Remote Address: 38.107.191.112 • Server: mpweb08
HTTP User Agent: CCBot/1.0 (+http://www.commoncrawl.org/bot.html)