MULTIVARIATE ASYMPTOTIC NORMALITY DETERMINED BY HIGH MOMENTS

被引：0

作者：

Hitczenko, Pawel ^{[1
]}

Wormald, Nick ^{[2
]}

机构：

[1] Drexel Univ, Dept Math, Philadelphia, PA 19104 USA

[2] Monash Univ, Sch Math, Clayton, Vic 3800, Australia

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2024年

关键词：

High moments; asymptotic normality; limiting distribution; normal law; FINITE;

D O I：

10.1090/proc/17001

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We extend a general result showing that the asymptotic behavior of high moments, factorial or standard, of random variables, determines asymptotically normality, from the one dimensional to the multidimensional setting. This approach differs from the usual moment method which requires that the moments of each fixed order converge. We illustrate our results by considering a joint distribution of the numbers of bins (having the same, finite, capacity) containing a prescribed number of balls in a classical allocation scheme.

引用

页数：17

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