The central limit theorem for exchangeable random variables without moments (Q1089668): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1214/aop/1176992260 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1965691544 / rank
 
Normal rank

Latest revision as of 23:24, 19 March 2024

scientific article
Language Label Description Also known as
English
The central limit theorem for exchangeable random variables without moments
scientific article

    Statements

    The central limit theorem for exchangeable random variables without moments (English)
    0 references
    0 references
    0 references
    1987
    0 references
    The paper deals with the question of existence of sequences \(a_ n\), \(0<b_ n\to \infty\) such that \[ (*)\quad b_ n^{-1}(X_ 1+X_ 2+...+X_ n-a_ n)\to N(0,1), \] where \(\{X_ n: n\geq 1\}\) is a sequence of exchangeable r.v.'s. The authors have proved that (*) implies that \(b_ n/n^{\alpha}\) must be slowly varying with \(\alpha =1/2\) or 1. Also necessary and sufficient conditions for (*) have been found.
    0 references
    0 references
    central limit theorem
    0 references
    tightness
    0 references
    exchangeable
    0 references
    0 references