A normal limit theorem for moment sequences

DOI10.1214/AOP/1176989119zbMath0778.60010OpenAlexW2087848552MaRDI QIDQ688041

Fu-Chuen Chang, William J. Studden, Johannes H. B. Kemperman

Publication date: 5 January 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989119

zbMATH Keywords

random walkmultivariate normal distributioncanonical momentsasymptotically normally distributed

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Moment problems and interpolation problems in the complex plane (30E05) Appell, Horn and Lauricella functions (33C65)

Related Items (15)

Large deviations for random power moment problem. ⋮ A note on some random orthogonal polynomials on a compact interval ⋮ Random moment problems under constraints ⋮ Canonical moments and random spectral measures ⋮ Reference Bayesian methods for recapture models with heterogeneity ⋮ Distributions on matrix moment spaces ⋮ Hankel determinants of random moment sequences ⋮ Matrix measures, random moments, and Gaussian ensembles ⋮ Operator-valued spectral measures and large deviations ⋮ Asymptotic properties of the algebraic moment range process ⋮ Universality in random moment problems ⋮ Distributions on unbounded moment spaces and random moment sequences ⋮ Determinants of block Hankel matrices for random matrix-valued measures ⋮ Large deviations for random matricial moment problems ⋮ Completely monotone multisequences, symmetric probabilities and a normal limit theorem

This page was built for publication: A normal limit theorem for moment sequences