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On samples of independent random vectors in spaces of infinitely increasing dimension

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We study the asymptotic behavior of a set of random vectors ξi, i = 1,..., m, whose coordinates are independent and identically distributed in a space of infinitely increasing dimension. We investigate the asymptotics of the distribution of the random vectors, the consistency of the sets M (n)m = ξ1,..., ξm and X λn = x ∈ X n: ρ(x) ≤ λn, and the mutual location of pairs of vectors.

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References

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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 12, pp. 1706–1711, December, 1998.

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Stepakhno, V.I., Ruzhilo, M.Y. On samples of independent random vectors in spaces of infinitely increasing dimension. Ukr Math J 50, 1945–1951 (1998). https://doi.org/10.1007/BF02514211

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  • DOI: https://doi.org/10.1007/BF02514211

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