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Non-uniform Berry-Esseen Bounds for Coordinate Symmetric Random Vectors with Applications

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This work establishes the nonuniform Berry-Esseen inequality for coordinate symmetric vectors. The nonuniform Lp (p ≥ 1) bound is also established. The main results are applied to projections of random vectors… Click to show full abstract

This work establishes the nonuniform Berry-Esseen inequality for coordinate symmetric vectors. The nonuniform Lp (p ≥ 1) bound is also established. The main results are applied to projections of random vectors distributed according to a family of measures on the ℓrn${\ell _{r}^{n}}$ sphere and the ℓrn${\ell _{r}^{n}}$ ball, including cone measure and volume measure.

Keywords: coordinate symmetric; random vectors; berry esseen; non uniform; esseen bounds; uniform berry

Journal Title: Acta Mathematica Vietnamica
Year Published: 2019

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