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Preprint
Multivariate asymptotic normality determined by high moments
arXiv (Cornell University)
07 Dec 2023
Abstract
We extend a general result showing that the asymptotic behavior of high
moments, factorial or standard, of random variables, determines the
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.
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Details
- Title
- Multivariate asymptotic normality determined by high moments
- Creators
- Pawel HItczenko - Drexel University, MathematicsNick Wormald
- Publication Details
- arXiv (Cornell University)
- Resource Type
- Preprint
- Language
- English
- Academic Unit
- Mathematics
- Other Identifier
- 991021903708204721