A normal limit theorem for moment sequences
From MaRDI portal
Publication:688041
DOI10.1214/aop/1176989119zbMath0778.60010MaRDI 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
random walk; multivariate normal distribution; canonical moments; asymptotically normally distributed
60D05: Geometric probability and stochastic geometry
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
30E05: Moment problems and interpolation problems in the complex plane
33C65: Appell, Horn and Lauricella functions
Related Items
Distributions on matrix moment spaces, Operator-valued spectral measures and large deviations, Canonical moments and random spectral measures, Reference Bayesian methods for recapture models with heterogeneity, Distributions on unbounded moment spaces and random moment sequences, Large deviations for random matricial moment problems, Completely monotone multisequences, symmetric probabilities and a normal limit theorem, Hankel determinants of random moment sequences, Universality in random moment problems, Large deviations for random power moment problem., Random moment problems under constraints, Determinants of block Hankel matrices for random matrix-valued measures, Matrix measures, random moments, and Gaussian ensembles, Asymptotic properties of the algebraic moment range process, A note on some random orthogonal polynomials on a compact interval