Let (left{mathbf{X}_{n}ight}) be a sequence of (d)-dimensional random vectors where (mathbf{X}_{n} xrightarrow{d} mathbf{Z}) as (n ightarrow infty)

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Let \(\left\{\mathbf{X}_{n}ight\}\) be a sequence of \(d\)-dimensional random vectors where \(\mathbf{X}_{n} \xrightarrow{d} \mathbf{Z}\) as \(n ightarrow \infty\) where \(\mathbf{Z}\) has a \(\mathbf{N}(\mathbf{0}, \mathbf{I})\) distribution. Let \(\mathbf{A}\) be a \(m \times d\) matrix and find the asymptotic distribution of the sequence \(\left\{\mathbf{A X}_{n}ight\}_{n=1}^{\infty}\) as \(n ightarrow \infty\). Describe any additional assumptions that may need to be made for the matrix A.

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