Concentration of normalized sums and a central limit theorem for noncorrelated random variables

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Abstract

For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.

Original languageEnglish (US)
Pages (from-to)2884-2907
Number of pages24
JournalAnnals of Probability
Volume32
Issue number4
DOIs
StatePublished - Oct 2004

Keywords

  • Central limit theorem
  • Concentration
  • Typical distributions

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