Concentration of normalized sums and a central limit theorem for noncorrelated random variables (Q1769501)
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scientific article
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| English | Concentration of normalized sums and a central limit theorem for noncorrelated random variables |
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Concentration of normalized sums and a central limit theorem for noncorrelated random variables (English)
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21 March 2005
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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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concentration
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noncorrelated random variables
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Lévy distance
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0.7919067740440369
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0.7883520126342773
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0.7882906198501587
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