On the central limit theorem for negatively correlated random variables with negatively correlated squares.

DOI10.1016/S0304-4149(99)00115-5zbMath1045.60024WikidataQ127498848 ScholiaQ127498848MaRDI QIDQ1877400

Alexander R. Pruss, Dominik Szynal

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00115-5

zbMATH Keywords

central limit theorem; Stein method; Gaussian tail distribution

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60E10: Characteristic functions; other transforms

Related Items

Normal approximation for quasi-associated random fields, Asymptotic normality of the trace for a class of distributions on orthogonal matrices, Non-uniform Berry-Esseen bounds for coordinate symmetric random vectors with applications

Cites Work

• The uniform central limit theorem for theta sums
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• Comparisons between tail probabilities of sums of independent symmetric random variables
• Dependent central limit theorems and invariance principles
• Limit theorems for theta sums
• Some pairwise independent sequences for which the central limit theorem fails
• An elementary proof of the strong law of large numbers
• Two central limit problems for dependent random variables
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