n**h
发帖数: 22 | 1 The Cramer-Wold theorem states that if every fixed linear combination of d
random variables converges to a normal distribution, then the d variables
jointly converges to a multivariate normal distribution. Does this theorem
hold when the dimension d goes to infinity? Thanks. |
n**h
发帖数: 22 | 2 The Cramer-Wold theorem states that if every fixed linear combination of d
random variables converges to a normal distribution, then the d variables
jointly converges to a multivariate normal distribution. Does this theorem
hold when the dimension d goes to infinity? Thanks. |
y***s
发帖数: 23 | 3 Cramer-wold only applies in finite dimension case.
We call a random variable X is Gaussian in a (infinite) Banach space
if f(X) is normal for all linear functionals. |
