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King, A.J. (1987). Central Limit Theory for Lipschitz Mappings. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-127
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Abstract
Central limit theorems are derived for mappings that are Lipschitzian at a given point. This theory results from a new perspective on first-order behavior -- the upper pseudo-derivative, the graph of which is the contingent cone to the graph of the mapping at a given point. We adopt the general setting of the convergence in distribution of measures induced by mappings that may be multi-valued on sets of measure zero. By requiring the upper pseudo-derivative to be single-valued a.s., we obtain a central limit theorem under distinctively weaker conditions than classical Frechet differentiability.
| Item Type: | Monograph (IIASA Working Paper) |
|---|---|
| Research Programs: | Adaption and Optimization (ADO) |
| Depositing User: | IIASA Import |
| Date Deposited: | 15 Jan 2016 01:57 |
| Last Modified: | 27 Aug 2021 17:12 |
| URI: | https://pure.iiasa.ac.at/2925 |
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