The Central Limit Problem for Random Vectors with Symmetries
Elizabeth S. Meckes1
and Mark W. Meckes1 
| (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.
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