A normal limit theorem for moment sequences

DOI10.1214/AOP/1176989119MaRDI QIDQ688041zbMATH OpenOpenAlexFDO

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

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

multivariate normal distributionrandom walkcanonical 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)

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Cited in

(20)

• On the limiting distribution of sample central moments
• A note on some random orthogonal polynomials on a compact interval
• Multivariate asymptotic normality determined by high moments
• Large deviations for random power moment problem.
• Determinants of block Hankel matrices for random matrix-valued measures
• Completely monotone multisequences, symmetric probabilities and a normal limit theorem
• Asymptotic properties of the algebraic moment range process
• Reference Bayesian methods for recapture models with heterogeneity
• Universality in random moment problems
• Hankel determinants of random moment sequences
• Distributions on matrix moment spaces
• Distributions on unbounded moment spaces and random moment sequences
• Asymptotic Normality of Scaling Functions
• Asymptotic behavior of moment sequences
• Canonical moments and random spectral measures
• Matrix measures, random moments, and Gaussian ensembles
• Partial Hausdorff sequences and symmetric probabilities on finite products of \(\{0,1\}\)
• Large deviations for random matricial moment problems
• Operator-valued spectral measures and large deviations
• Random moment problems under constraints

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