A remark on the connection between the large deviation principle and the central limit theorem (Q1314719): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on the connection between the large deviation principle and the central limit theorem |
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A remark on the connection between the large deviation principle and the central limit theorem (English)
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10 October 1994
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For the family \(\{X_ t\}_{t\geq 1}\) of real random variables, under some regularity condition the convergence of \(t^{-1/2} X_ t\) in distribution to normal distribution is a consequence of the large deviation principle.
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central limit theorem
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large deviation principle
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