Concentration of normalized sums and a central limit theorem for noncorrelated random variables (Q1769501): Difference between revisions

The author deals with noncorrelated random variables. He studies a concentration property of the family of distributions of normilized sums formed by sequences of times of a given large length. Moreover, under certain natural assumptions on random variables, it is shown that the average distribution is close to the standard normal distribution in the sense of Lévy distance.

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zbMATH Keywords

concentration

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noncorrelated random variables

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Lévy distance

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MaRDI publication profile

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cites work

\(\lambda_ 1\), isoperimetric inequalities for graphs, and superconcentrators

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The central limit problem for convex bodies

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The subindependence of coordinate slabs in \(l_p^n\) balls

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Central Limit Theorems for Interchangeable Processes

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On concentration of distributions of random weighted sums

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Q4424438

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Generalized symmetric polynomials and an approximate de Finetti representation

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Q4424440

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Modified log-sobolev inequalities, mixing and hypercontractivity

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Modified logarithmic Sobolev inequalities in discrete settings

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Approximate Fourier analysis of distribution functions

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Q4748894

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Asymptotics of cross sections for convex bodies

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Moment inequalities and central limit properties of isotropic convex bodies

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Q3995195

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Finite exchangeable sequences

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Asymptotics of graphical projection pursuit

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Logarithmic Sobolev inequalities for finite Markov chains

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Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model

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Exponential decay of entropy in the random transposition and Bernoulli-Laplace models

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A Topological Application of the Isoperimetric Inequality

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Empirical central limit theorems for exchangeable random variables

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Q3289163

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The central limit theorem for exchangeable random variables without moments

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Q3124805

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Q4938929

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Logarithmic Sobolev inequality for some models of random walks

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Projecting the surface measure of the sphere of \({\ell}_p^n\)

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Q3757055

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Q3206011

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Sudakov's typical marginals, random linear functionals and a conditional central limit theorem

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Identifiers

zbMATH Open document ID

1065.60006

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DOI

10.1214/009117904000000720

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1769501

@@ Property / cites work @@
+\(\lambda_ 1\), isoperimetric inequalities for graphs, and superconcentrators
+Normal rank
@@ Property / cites work @@
+The central limit problem for convex bodies
@@ Property / cites work: The central limit problem for convex bodies / rank @@
+Normal rank
@@ Property / cites work @@
+The subindependence of coordinate slabs in \(l_p^n\) balls
+Normal rank
@@ Property / cites work @@
+Central Limit Theorems for Interchangeable Processes
+Normal rank
@@ Property / cites work @@
+On concentration of distributions of random weighted sums
+Normal rank
@@ Property / cites work @@
+Q4424438
@@ Property / cites work: Q4424438 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized symmetric polynomials and an approximate de Finetti representation
+Normal rank
@@ Property / cites work @@
+Q4424440
@@ Property / cites work: Q4424440 / rank @@
+Normal rank
@@ Property / cites work @@
+Modified log-sobolev inequalities, mixing and hypercontractivity
+Normal rank
@@ Property / cites work @@
+Modified logarithmic Sobolev inequalities in discrete settings
+Normal rank
@@ Property / cites work @@
+Approximate Fourier analysis of distribution functions
+Normal rank
@@ Property / cites work @@
+Q4748894
@@ Property / cites work: Q4748894 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of cross sections for convex bodies
@@ Property / cites work: Asymptotics of cross sections for convex bodies / rank @@
+Normal rank
@@ Property / cites work @@
+Moment inequalities and central limit properties of isotropic convex bodies
+Normal rank
@@ Property / cites work @@
+Q3995195
@@ Property / cites work: Q3995195 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite exchangeable sequences
@@ Property / cites work: Finite exchangeable sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of graphical projection pursuit
@@ Property / cites work: Asymptotics of graphical projection pursuit / rank @@
+Normal rank
@@ Property / cites work @@
+Logarithmic Sobolev inequalities for finite Markov chains
+Normal rank
@@ Property / cites work @@
+Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model
+Normal rank
@@ Property / cites work @@
+Exponential decay of entropy in the random transposition and Bernoulli-Laplace models
+Normal rank
@@ Property / cites work @@
+A Topological Application of the Isoperimetric Inequality
+Normal rank
@@ Property / cites work @@
+Empirical central limit theorems for exchangeable random variables
+Normal rank
@@ Property / cites work @@
+Q3289163
@@ Property / cites work: Q3289163 / rank @@
+Normal rank
@@ Property / cites work @@
+The central limit theorem for exchangeable random variables without moments
+Normal rank
@@ Property / cites work @@
+Q3124805
@@ Property / cites work: Q3124805 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4938929
@@ Property / cites work: Q4938929 / rank @@
+Normal rank
@@ Property / cites work @@
+Logarithmic Sobolev inequality for some models of random walks
+Normal rank
@@ Property / cites work @@
+Projecting the surface measure of the sphere of \({\ell}_p^n\)
+Normal rank
@@ Property / cites work @@
+Q3757055
@@ Property / cites work: Q3757055 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3206011
@@ Property / cites work: Q3206011 / rank @@
+Normal rank
@@ Property / cites work @@
+Sudakov's typical marginals, random linear functionals and a conditional central limit theorem
+Normal rank