On the central limit theorem along subsequences of noncorrelated observations

S. G. Bobkov; F. Götze

doi:10.1137/S0040585X97980737

On the central limit theorem along subsequences of noncorrelated observations

S. G. Bobkov, F. Götze

School of Mathematics

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

We study the asymptotic behavior of distributions of normalized and self-normalized sums along suitable subsequences of noncorrelated random variables.

Original language	English (US)
Pages (from-to)	604-621
Number of pages	18
Journal	Theory of Probability and its Applications
Volume	48
Issue number	4
DOIs	https://doi.org/10.1137/S0040585X97980737
State	Published - Dec 2004

Keywords

Central limit theorem
Concentration
Orthogonal polynomials
Self-normalized statistics
Typical distributions

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10.1137/S0040585X97980737

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title = "On the central limit theorem along subsequences of noncorrelated observations",

abstract = "We study the asymptotic behavior of distributions of normalized and self-normalized sums along suitable subsequences of noncorrelated random variables.",

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AU - Götze, F.

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KW - Central limit theorem

KW - Concentration

KW - Orthogonal polynomials

KW - Self-normalized statistics

KW - Typical distributions

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On the central limit theorem along subsequences of noncorrelated observations

Abstract

Keywords

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