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Can an arbitrary random vector be approximated by a normal random vector?
Convergence in distribution of Gaussian processesA sequence of Gaussian random vectors converges to a Gaussian random vectorA convergent sequence of normal random variablesIs the permutation of a Gaussian random vector still a Gaussian random vector?Reference request: weak-star convergence plus convergence of normsConvergence of vector of sum of random variablesDistribution of a general linear mapping of a random vectorDoes there exist a mutivariate inverse?Calculating the covariance of a given random vector in the unit squareFactorization of Square-integrable random-variables and Generalized Inverses
$begingroup$
Let $X$ be an $n$-dimensional gaussian random vector, and $Y$ be an $n$-dimensional random vector such that $det(cov(X))neq 0$ and $det (cov(Y))neq 0$.
Then, does there exists a sequence of invertible $C^1$ functions $f_k$ such that $f_kcirc X Rightarrow Y$ (weak convergence)?
Is there any reference related to this kind of problem?
probability-theory probability-distributions reference-request
$endgroup$
add a comment |
$begingroup$
Let $X$ be an $n$-dimensional gaussian random vector, and $Y$ be an $n$-dimensional random vector such that $det(cov(X))neq 0$ and $det (cov(Y))neq 0$.
Then, does there exists a sequence of invertible $C^1$ functions $f_k$ such that $f_kcirc X Rightarrow Y$ (weak convergence)?
Is there any reference related to this kind of problem?
probability-theory probability-distributions reference-request
$endgroup$
add a comment |
$begingroup$
Let $X$ be an $n$-dimensional gaussian random vector, and $Y$ be an $n$-dimensional random vector such that $det(cov(X))neq 0$ and $det (cov(Y))neq 0$.
Then, does there exists a sequence of invertible $C^1$ functions $f_k$ such that $f_kcirc X Rightarrow Y$ (weak convergence)?
Is there any reference related to this kind of problem?
probability-theory probability-distributions reference-request
$endgroup$
Let $X$ be an $n$-dimensional gaussian random vector, and $Y$ be an $n$-dimensional random vector such that $det(cov(X))neq 0$ and $det (cov(Y))neq 0$.
Then, does there exists a sequence of invertible $C^1$ functions $f_k$ such that $f_kcirc X Rightarrow Y$ (weak convergence)?
Is there any reference related to this kind of problem?
probability-theory probability-distributions reference-request
probability-theory probability-distributions reference-request
asked Mar 17 at 20:42
RubertosRubertos
5,7642825
5,7642825
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