A generalization of the Lindeberg principle

DOI10.1214/009117906000000575zbMATH Open1117.60034arXivmath/0508519OpenAlexW2085739863MaRDI QIDQ874729FDOQ874729

Sourav Chatterjee

Publication date: 10 April 2007

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

Abstract: We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions of exchangeable random variables. This theorem allows us to identify, for the first time, the limiting spectral distributions of Wigner matrices with exchangeable entries.

Full work available at URL: https://arxiv.org/abs/math/0508519

zbMATH Keywords

random matricesinvariance principleWigner matrixexchangeablesemicircle lawLindeberg's method

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09)

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