
Известна оценка скорости многомерной нормальной аппроксимации для сумм локально зависимых случайных векторов, которая неявным образом зависит от размерности суммируемых векторов. Приводится явный вид зависимости оценки от размерности.
An improvement is offered for the estimate of the convergence rate in the multidimensional central limit theorem. The value of the offered estimate obviously depends on the dimension of the random vectors.
МНОГОМЕРНАЯ ЦЕНТРАЛЬНАЯ ПРЕДЕЛЬНАЯ ТЕОРЕМА, СКОРОСТЬ СХОДИМОСТИ, ЛОКАЛЬНО ЗАВИСИМЫЕ СЛУЧАЙНЫЕ ВЕКТОРЫ
МНОГОМЕРНАЯ ЦЕНТРАЛЬНАЯ ПРЕДЕЛЬНАЯ ТЕОРЕМА, СКОРОСТЬ СХОДИМОСТИ, ЛОКАЛЬНО ЗАВИСИМЫЕ СЛУЧАЙНЫЕ ВЕКТОРЫ
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